+49.3%
TDY vs FGI
-69.8%
+119.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -0.9% | +5.2% | -6.0% | -0.9% |
| 30D | -12.5% | +65.2% | -77.7% | -13.4% |
| 3M | -1.2% | +30.2% | -31.4% | -2.0% |
| 6M | -6.6% | +87.8% | -94.4% | -8.8% |
| YTD | +18.5% | +32.5% | -14.0% | +16.3% |
| 1Y | +10.8% | +93.6% | -82.8% | +7.0% |
| 3Y | +47.5% | -2.6% | +50.1% | +43.6% |
| All | +49.3% | -69.8% | +119.1% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling