+141.7%
FIS vs TDG
+13,063.4%
-12,921.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.3% |
| 7D | -3.5% | -0.9% | -2.5% | -3.1% |
| 30D | -7.8% | -6.5% | -1.3% | -5.3% |
| 3M | +0.8% | -5.1% | +5.9% | +2.7% |
| 6M | -21.9% | -11.5% | -10.4% | -18.5% |
| YTD | -39.5% | -13.9% | -25.6% | -36.2% |
| 1Y | -41.0% | -11.5% | -29.5% | -38.6% |
| 3Y | -23.6% | +53.7% | -77.3% | -37.3% |
| 5Y | -65.6% | +135.5% | -201.1% | -76.6% |
| 10Y | -40.2% | +535.2% | -575.4% | -74.6% |
| All | +141.7% | +13,063.4% | -12,921.6% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling