-64.8%
FIS vs TDG
+125.9%
-190.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -8.9% | -2.7% | -6.2% | -7.8% |
| 30D | -9.9% | -9.3% | -0.6% | -6.0% |
| 3M | 0.0% | -7.1% | +7.0% | +2.9% |
| 6M | -22.9% | -11.2% | -11.7% | -19.4% |
| YTD | -40.9% | -15.3% | -25.6% | -36.9% |
| 1Y | -40.4% | -12.5% | -28.0% | -37.5% |
| 3Y | -25.4% | +51.2% | -76.6% | -41.1% |
| 5Y | -64.8% | +126.1% | -191.0% | -78.2% |
| All | -64.8% | +125.9% | -190.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling