-56.6%
FIG vs TD
+61.3%
-117.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -12.2% | -2.6% | -9.6% | -12.0% |
| 30D | -11.0% | -1.0% | -10.0% | -11.0% |
| 3M | +11.9% | +5.6% | +6.3% | +8.7% |
| 6M | -21.9% | +27.1% | -49.0% | -34.4% |
| YTD | -40.8% | +29.4% | -70.2% | -51.6% |
| 1Y | -56.6% | +60.7% | -117.3% | -72.4% |
| All | -56.6% | +61.3% | -117.9% | -72.4% |
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