+59.4%
TDY vs FGI
-70.0%
+129.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -2.6% | -4.1% | +1.5% | -2.6% |
| 30D | +5.3% | -3.4% | +8.6% | +5.3% |
| 3M | -6.4% | +61.8% | -68.2% | -7.4% |
| 6M | +4.0% | +17.0% | -13.0% | +3.2% |
| YTD | +26.5% | +31.4% | -4.9% | +24.1% |
| 1Y | +24.2% | +42.7% | -18.4% | +21.4% |
| 3Y | +68.8% | -0.1% | +68.9% | +64.1% |
| All | +59.4% | -70.0% | +129.5% | +60.2% |
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