+537.0%
TDG vs FWONK
+340.2%
+196.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.7% | -7.7% | 0.0% | -4.1% |
| 3M | -9.3% | +5.7% | -15.0% | -12.3% |
| 6M | -9.4% | +13.5% | -22.8% | -15.5% |
| YTD | -14.3% | -3.0% | -11.3% | -14.1% |
| 1Y | -11.8% | -6.4% | -5.4% | -10.6% |
| 3Y | +52.0% | +43.8% | +8.1% | +19.8% |
| 5Y | +128.8% | +98.6% | +30.3% | +48.1% |
| All | +537.0% | +340.2% | +196.8% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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