+12,759.1%
TDG vs FTI
+875.0%
+11,884.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | -8.0% | +5.0% | -13.0% | -9.4% |
| 3M | -10.5% | +13.8% | -24.3% | -14.5% |
| 6M | -11.9% | +22.9% | -34.8% | -18.4% |
| YTD | -15.4% | +75.0% | -90.3% | -29.8% |
| 1Y | -14.2% | +96.9% | -111.1% | -31.6% |
| 3Y | +51.0% | +276.7% | -225.7% | -5.0% |
| 5Y | +126.5% | +1,157.0% | -1,030.6% | -9.2% |
| 10Y | +535.6% | +310.7% | +224.9% | +199.5% |
| All | +12,759.1% | +875.0% | +11,884.2% | +3,927.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling