+3,553.2%
FIX vs TDG
+551.7%
+3,001.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.0% |
| 7D | +9.4% | +1.7% | +7.7% | +8.6% |
| 30D | -27.8% | +9.7% | -37.5% | -31.0% |
| 3M | -35.6% | -2.3% | -33.2% | -34.8% |
| 6M | -45.2% | +1.3% | -46.5% | -45.9% |
| YTD | +19.5% | -8.5% | +27.9% | +23.5% |
| 1Y | +24.2% | -8.1% | +32.4% | +28.3% |
| 3Y | +494.2% | +43.4% | +450.8% | +396.0% |
| 5Y | +1,036.1% | +127.8% | +908.4% | +655.6% |
| All | +3,553.2% | +551.7% | +3,001.5% | +1,659.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling