+5,132.5%
TDG vs FN
+2,887.5%
+2,245.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | -1.1% |
| 7D | +4.4% | 0.0% | +4.4% | +3.9% |
| 30D | +9.2% | -34.3% | +43.5% | +15.2% |
| 3M | -5.2% | -39.9% | +34.7% | +0.6% |
| 6M | -2.9% | -51.8% | +48.9% | +4.8% |
| YTD | -10.0% | -28.1% | +18.2% | -10.6% |
| 1Y | -5.9% | -29.1% | +23.2% | -6.7% |
| 3Y | +57.6% | +102.4% | -44.9% | +22.6% |
| 5Y | +116.5% | +171.7% | -55.1% | +55.6% |
| 10Y | +555.1% | +773.5% | -218.4% | +283.5% |
| All | +5,132.5% | +2,887.5% | +2,245.0% | +2,362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling