+1,362.8%
FLEX vs TDG
+13,063.4%
-11,700.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.8% | +5.2% |
| 7D | +7.0% | -0.9% | +7.9% | +7.5% |
| 30D | -5.8% | -6.5% | +0.7% | -2.1% |
| 3M | -24.2% | -5.1% | -19.1% | -22.4% |
| 6M | +90.8% | -11.5% | +102.3% | +103.4% |
| YTD | +89.2% | -13.9% | +103.1% | +103.9% |
| 1Y | +104.7% | -11.5% | +116.2% | +115.4% |
| 3Y | +478.1% | +53.7% | +424.4% | +328.1% |
| 5Y | +726.2% | +135.5% | +590.7% | +364.8% |
| 10Y | +1,060.6% | +535.2% | +525.4% | +232.7% |
| All | +1,362.8% | +13,063.4% | -11,700.6% | -30.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling