+3,601.2%
FIX vs TDG
+544.0%
+3,057.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.2% |
| 7D | +16.9% | +1.2% | +15.7% | +16.4% |
| 30D | -30.6% | +8.1% | -38.8% | -33.3% |
| 3M | -35.1% | -2.6% | -32.5% | -34.2% |
| 6M | -44.0% | +1.0% | -45.0% | -44.6% |
| YTD | +21.0% | -9.5% | +30.6% | +25.9% |
| 1Y | +16.2% | -8.0% | +24.2% | +19.8% |
| 3Y | +506.9% | +41.8% | +465.1% | +409.5% |
| 5Y | +1,051.1% | +125.1% | +926.0% | +670.2% |
| All | +3,601.2% | +544.0% | +3,057.2% | +1,693.2% |
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