+52.0%
TDG vs FTV
-5.2%
+57.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.9% | -4.0% | +2.1% | -0.4% |
| 30D | -7.7% | -11.0% | +3.3% | -3.8% |
| 3M | -9.3% | -8.4% | -0.9% | -6.5% |
| 6M | -9.4% | -2.6% | -6.8% | -8.6% |
| YTD | -14.3% | -0.6% | -13.6% | -14.7% |
| 1Y | -11.8% | +11.0% | -22.8% | -16.5% |
| 3Y | +52.0% | -6.3% | +58.3% | +56.6% |
| All | +52.0% | -5.2% | +57.2% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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