+98.5%
FLEX vs TDG
-9.4%
+107.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.9% | -2.0% | +1.1% | -0.1% |
| 30D | -10.1% | -7.4% | -2.8% | -7.4% |
| 3M | -31.3% | -5.4% | -26.0% | -30.1% |
| 6M | +71.3% | -11.6% | +82.9% | +72.5% |
| YTD | +81.2% | -12.6% | +93.9% | +81.9% |
| 1Y | +98.5% | -9.3% | +107.8% | +99.7% |
| All | +98.5% | -9.4% | +107.9% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling