-26.5%
FIS vs TDG
+50.2%
-76.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.8% |
| 7D | -9.1% | -2.4% | -6.6% | -8.2% |
| 30D | -10.4% | -8.0% | -2.5% | -7.7% |
| 3M | -3.7% | -10.5% | +6.8% | -0.1% |
| 6M | -24.8% | -11.9% | -12.9% | -21.7% |
| YTD | -41.6% | -15.4% | -26.2% | -38.2% |
| 1Y | -42.7% | -14.2% | -28.5% | -39.8% |
| All | -26.5% | +50.2% | -76.6% | -33.9% |
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 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