-80.9%
FIG vs TD
+64.2%
-145.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.1% |
| 7D | -14.5% | -1.9% | -12.5% | -14.2% |
| 30D | -13.3% | -1.6% | -11.7% | -13.3% |
| 3M | +7.4% | +4.6% | +2.8% | +4.8% |
| 6M | -27.8% | +26.8% | -54.6% | -37.9% |
| YTD | -41.1% | +28.3% | -69.4% | -50.1% |
| 1Y | -58.7% | +60.4% | -119.2% | -70.8% |
| All | -80.9% | +64.2% | -145.2% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling