+50.7%
TDY vs FGI
-70.4%
+121.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | +0.4% |
| 7D | -1.8% | +0.5% | -2.4% | -1.8% |
| 30D | -10.7% | +65.4% | -76.1% | -11.6% |
| 3M | -1.3% | +23.5% | -24.8% | -2.0% |
| 6M | -10.6% | +60.5% | -71.1% | -12.4% |
| YTD | +19.6% | +30.0% | -10.4% | +17.4% |
| 1Y | +11.6% | +82.1% | -70.4% | +7.9% |
| 3Y | +45.2% | -4.4% | +49.6% | +41.4% |
| All | +50.7% | -70.4% | +121.1% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling