+124.3%
TDG vs FWONK
+97.7%
+26.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | -9.3% | +5.7% | -15.0% | -11.7% |
| 6M | -9.4% | +13.5% | -22.8% | -14.2% |
| YTD | -14.3% | -3.0% | -11.3% | -14.0% |
| 1Y | -11.8% | -6.4% | -5.4% | -10.6% |
| 3Y | +52.0% | +43.8% | +8.1% | +25.0% |
| All | +124.3% | +97.7% | +26.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling