-79.9%
FIG vs TDG
-24.4%
-55.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.7% |
| 7D | -3.8% | -1.9% | -1.9% | -3.7% |
| 30D | -2.3% | -7.7% | +5.4% | -1.7% |
| 3M | +20.0% | -9.3% | +29.3% | +20.4% |
| 6M | -16.7% | -9.4% | -7.3% | -16.4% |
| YTD | -37.9% | -14.3% | -23.7% | -36.3% |
| 1Y | -58.5% | -11.8% | -46.7% | -57.7% |
| All | -79.9% | -24.4% | -55.5% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling