+605.3%
TDG vs FTV
+89.3%
+515.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -6.5% | -8.3% | +1.8% | -1.2% |
| 3M | -5.1% | -7.4% | +2.3% | -0.7% |
| 6M | -11.5% | -1.2% | -10.3% | -11.6% |
| YTD | -13.9% | +2.7% | -16.6% | -17.5% |
| 1Y | -11.5% | +18.4% | -29.9% | -23.4% |
| 3Y | +53.7% | -2.0% | +55.7% | +46.7% |
| 5Y | +135.5% | +3.4% | +132.1% | +112.7% |
| 10Y | +535.2% | +78.5% | +456.7% | +325.7% |
| All | +605.3% | +89.3% | +515.9% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling