+14.0%
TFC vs TDG
+126.1%
-112.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -2.4% | -1.9% | -0.6% | -1.6% |
| 30D | -3.4% | -7.7% | +4.3% | 0.0% |
| 3M | +0.4% | -9.3% | +9.8% | +4.4% |
| 6M | +12.7% | -9.4% | +22.1% | +16.5% |
| YTD | +5.6% | -14.3% | +19.8% | +11.2% |
| 1Y | +16.0% | -11.8% | +27.9% | +20.2% |
| 3Y | +94.0% | +52.0% | +42.0% | +45.5% |
| All | +14.0% | +126.1% | -112.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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