+52.0%
TDG vs FTI
+267.9%
-215.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.9% | -4.4% | +2.5% | -1.2% |
| 30D | -7.7% | +1.5% | -9.2% | -7.9% |
| 3M | -9.3% | +8.2% | -17.5% | -10.7% |
| 6M | -9.4% | +18.8% | -28.2% | -13.0% |
| YTD | -14.3% | +71.7% | -85.9% | -23.9% |
| 1Y | -11.8% | +90.0% | -101.9% | -23.6% |
| 3Y | +52.0% | +270.5% | -218.5% | +15.0% |
| All | +52.0% | +267.9% | -215.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling