+41.0%
TDY vs FDS
-29.0%
+70.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -1.1% | -14.0% | +12.9% | +1.8% |
| 30D | -12.0% | -6.2% | -5.8% | -11.2% |
| 3M | -3.2% | +10.2% | -13.4% | -6.4% |
| 6M | -7.9% | +27.4% | -35.3% | -15.9% |
| YTD | +18.2% | -9.3% | +27.5% | +20.7% |
| 1Y | +6.7% | -28.6% | +35.3% | +19.6% |
| 3Y | +47.5% | -36.8% | +84.4% | +71.8% |
| All | +41.0% | -29.0% | +70.0% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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