+15,672.7%
FIX vs TDG
+13,257.8%
+2,415.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | -2.0% | +8.0% | +7.1% |
| 30D | -7.2% | -7.4% | +0.1% | -3.7% |
| 3M | -15.9% | -5.4% | -10.5% | -13.9% |
| 6M | +12.7% | -11.6% | +24.4% | +19.1% |
| YTD | +72.8% | -12.6% | +85.4% | +83.0% |
| 1Y | +122.9% | -9.3% | +132.2% | +131.1% |
| 3Y | +774.3% | +49.2% | +725.1% | +607.8% |
| 5Y | +2,049.5% | +132.1% | +1,917.3% | +1,282.4% |
| 10Y | +5,821.5% | +544.8% | +5,276.6% | +1,999.2% |
| All | +15,672.7% | +13,257.8% | +2,415.0% | +1,058.1% |
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