+10,805.9%
FIX vs TDG
+13,892.6%
-3,086.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.1% |
| 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% | +23.6% |
| 1Y | +24.2% | -8.1% | +32.4% | +28.4% |
| 3Y | +494.2% | +43.4% | +450.8% | +391.7% |
| 5Y | +1,036.1% | +127.8% | +908.4% | +637.9% |
| 10Y | +3,599.0% | +554.4% | +3,044.6% | +1,204.3% |
| All | +10,805.9% | +13,892.6% | -3,086.7% | +682.4% |
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