+5,228.0%
TDG vs FN
+3,241.9%
+1,986.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.9% | -10.0% | +0.1% |
| 7D | +0.4% | +16.3% | -15.9% | -2.3% |
| 30D | +10.0% | -24.7% | +34.8% | +13.7% |
| 3M | -0.5% | -34.9% | +34.4% | +4.3% |
| 6M | +0.3% | -41.1% | +41.4% | +5.0% |
| YTD | -8.3% | -19.6% | +11.3% | -10.5% |
| 1Y | -5.1% | -18.5% | +13.4% | -8.0% |
| 3Y | +46.5% | +119.1% | -72.6% | +12.9% |
| 5Y | +114.1% | +206.9% | -92.9% | +51.0% |
| 10Y | +555.9% | +826.4% | -270.5% | +279.9% |
| All | +5,228.0% | +3,241.9% | +1,986.1% | +2,364.9% |
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