+46.9%
TDY vs FGI
-69.1%
+116.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -1.8% | +14.7% | -16.5% | -2.0% |
| 30D | -13.8% | +67.0% | -80.7% | -14.6% |
| 3M | -3.9% | +31.0% | -34.9% | -4.6% |
| 6M | -9.0% | +126.8% | -135.8% | -11.4% |
| YTD | +16.5% | +35.6% | -19.1% | +14.4% |
| 1Y | +9.3% | +108.9% | -99.7% | +5.4% |
| 3Y | +45.1% | -0.3% | +45.4% | +41.3% |
| All | +46.9% | -69.1% | +116.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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