-51.1%
FIS vs TDG
-5.9%
-45.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.7% | -24.4% | -24.0% |
| 7D | -18.4% | +7.1% | -25.5% | -20.8% |
| 30D | -11.4% | +11.4% | -22.7% | -15.4% |
| 3M | -32.0% | -4.6% | -27.4% | -30.9% |
| 6M | -35.6% | +5.8% | -41.4% | -37.4% |
| YTD | -53.8% | -8.5% | -45.3% | -49.9% |
| 1Y | -51.1% | -5.8% | -45.3% | -46.9% |
| All | -51.1% | -5.9% | -45.2% | -46.9% |
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