-83.2%
FIG vs TD
+71.8%
-155.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | -9.5% | +5.2% | -14.7% | -9.3% |
| 3M | -26.2% | +1.2% | -27.4% | -25.8% |
| 6M | +2.7% | +17.7% | -15.1% | -3.6% |
| YTD | -48.0% | +34.2% | -82.2% | -55.8% |
| 1Y | -52.0% | +55.4% | -107.5% | -64.7% |
| All | -83.2% | +71.8% | -155.0% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling