-55.8%
FIG vs TD
+64.8%
-120.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.3% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | -14.3% | +0.4% | -14.7% | -14.5% |
| 3M | +7.2% | +7.6% | -0.5% | +3.7% |
| 6M | -18.6% | +25.0% | -43.6% | -30.0% |
| YTD | -35.5% | +31.0% | -66.5% | -47.2% |
| 1Y | -55.8% | +65.2% | -121.0% | -75.6% |
| All | -55.8% | +64.8% | -120.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling