+790.7%
FIX vs TDG
+50.9%
+739.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +3.3% |
| 7D | +6.1% | -0.9% | +7.0% | +6.6% |
| 30D | -2.7% | -6.5% | +3.9% | +1.5% |
| 3M | -10.9% | -5.1% | -5.9% | -8.8% |
| 6M | +29.0% | -11.5% | +40.5% | +37.8% |
| YTD | +76.9% | -13.9% | +90.8% | +90.7% |
| 1Y | +130.7% | -11.5% | +142.2% | +142.6% |
| 3Y | +790.7% | +53.7% | +737.0% | +563.3% |
| All | +790.7% | +50.9% | +739.7% | +563.3% |
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