-37.1%
FIS vs TDG
-9.4%
-27.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | -2.2% | -7.4% | +5.2% | +0.6% |
| 3M | +2.1% | -5.4% | +7.5% | +3.8% |
| 6M | -14.7% | -11.6% | -3.0% | -10.8% |
| YTD | -35.7% | -12.6% | -23.1% | -31.0% |
| 1Y | -37.1% | -9.3% | -27.7% | -33.0% |
| All | -37.1% | -9.4% | -27.7% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling