+52.0%
TDG vs FND
-50.3%
+102.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.9% | -5.8% | +3.9% | -1.0% |
| 30D | -7.7% | -20.2% | +12.5% | -4.6% |
| 3M | -9.3% | -12.0% | +2.6% | -8.0% |
| 6M | -9.4% | -18.5% | +9.1% | -7.7% |
| YTD | -14.3% | -22.3% | +8.0% | -12.7% |
| 1Y | -11.8% | -47.6% | +35.8% | -6.1% |
| 3Y | +52.0% | -49.8% | +101.7% | +64.5% |
| All | +52.0% | -50.3% | +102.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling