+1,033.9%
FLEX vs TDG
+540.0%
+493.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | +0.1% | -2.7% | +2.8% | +1.6% |
| 30D | -11.8% | -9.3% | -2.5% | -6.8% |
| 3M | -22.6% | -7.1% | -15.5% | -19.7% |
| 6M | +77.3% | -11.2% | +88.5% | +88.3% |
| YTD | +78.8% | -15.3% | +94.0% | +94.1% |
| 1Y | +86.1% | -12.5% | +98.5% | +96.9% |
| 3Y | +446.2% | +51.2% | +395.0% | +308.7% |
| 5Y | +689.7% | +126.1% | +563.6% | +355.6% |
| All | +1,033.9% | +540.0% | +493.9% | +306.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling