+537.0%
TDG vs FTI
+305.3%
+231.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -1.9% | -4.4% | +2.5% | -0.6% |
| 30D | -7.7% | +1.5% | -9.2% | -8.2% |
| 3M | -9.3% | +8.2% | -17.5% | -12.1% |
| 6M | -9.4% | +18.8% | -28.2% | -15.4% |
| YTD | -14.3% | +71.7% | -85.9% | -28.8% |
| 1Y | -11.8% | +90.0% | -101.9% | -29.4% |
| 3Y | +52.0% | +270.5% | -218.5% | -5.5% |
| 5Y | +128.8% | +1,084.5% | -955.7% | -11.6% |
| All | +537.0% | +305.3% | +231.7% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling