+10,732.2%
FIX vs TDG
+13,987.6%
-3,255.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -13.9% | +1.4% | -15.4% | -14.5% |
| 30D | -35.5% | +10.6% | -46.1% | -38.8% |
| 3M | -33.9% | +0.2% | -34.1% | -34.0% |
| 6M | -43.3% | +0.9% | -44.2% | -43.9% |
| YTD | +18.7% | -7.8% | +26.5% | +22.3% |
| 1Y | +13.8% | -4.9% | +18.7% | +15.4% |
| 3Y | +495.0% | +44.5% | +450.5% | +390.4% |
| 5Y | +1,049.0% | +117.7% | +931.3% | +661.9% |
| 10Y | +3,644.4% | +565.8% | +3,078.6% | +1,208.3% |
| All | +10,732.2% | +13,987.6% | -3,255.4% | +674.3% |
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 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