+171.5%
TFC vs TDG
+12,839.7%
-12,668.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | -1.3% | -2.4% | +1.1% | 0.0% |
| 30D | -2.3% | -8.0% | +5.7% | +1.9% |
| 3M | +2.5% | -10.5% | +12.9% | +7.8% |
| 6M | +9.5% | -11.9% | +21.4% | +15.5% |
| YTD | +5.1% | -15.4% | +20.4% | +12.4% |
| 1Y | +15.5% | -14.2% | +29.7% | +22.3% |
| 3Y | +95.2% | +51.0% | +44.1% | +48.9% |
| 5Y | +14.5% | +126.5% | -112.0% | -30.9% |
| 10Y | +97.2% | +535.6% | -438.4% | -34.8% |
| All | +171.5% | +12,839.7% | -12,668.2% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling