+7,071.3%
TDY vs FDS
+1,638.0%
+5,433.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.6% |
| 7D | -0.9% | -5.4% | +4.5% | +1.0% |
| 30D | -12.5% | +1.6% | -14.1% | -13.3% |
| 3M | -1.2% | +17.7% | -18.9% | -8.7% |
| 6M | -6.6% | +29.1% | -35.6% | -18.0% |
| YTD | +18.5% | +1.0% | +17.5% | +12.7% |
| 1Y | +10.8% | -21.6% | +32.4% | +15.1% |
| 3Y | +47.5% | -30.1% | +77.6% | +58.5% |
| 5Y | +35.8% | -20.7% | +56.5% | +37.7% |
| 10Y | +459.0% | +78.3% | +380.7% | +311.0% |
| All | +7,071.3% | +1,638.0% | +5,433.3% | +2,514.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling