+25.0%
FLEX vs TDG
-5.9%
+30.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.7% | -13.1% | -12.7% |
| 7D | -17.0% | +7.1% | -24.0% | -19.8% |
| 30D | -33.8% | +11.4% | -45.2% | -37.5% |
| 3M | -39.0% | -4.6% | -34.5% | -37.8% |
| 6M | -15.9% | +5.8% | -21.7% | -18.5% |
| YTD | +27.8% | -8.5% | +36.3% | +24.7% |
| 1Y | +25.0% | -5.8% | +30.8% | +23.3% |
| All | +25.0% | -5.9% | +30.8% | +23.3% |
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 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