+556.8%
TDG vs FND
+57.3%
+499.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.4% | -0.8% | -1.7% | -2.3% |
| 30D | -8.0% | -19.6% | +11.6% | -2.2% |
| 3M | -10.5% | -4.3% | -6.1% | -10.2% |
| 6M | -11.9% | -20.4% | +8.5% | -7.3% |
| YTD | -15.4% | -21.9% | +6.5% | -11.3% |
| 1Y | -14.2% | -45.2% | +31.0% | -1.0% |
| 3Y | +51.0% | -49.2% | +100.3% | +67.7% |
| 5Y | +126.5% | -61.8% | +188.3% | +159.7% |
| All | +556.8% | +57.3% | +499.5% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling