+464.3%
FLEX vs TDG
+50.2%
+414.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | +6.4% | -2.4% | +8.8% | +7.6% |
| 30D | -5.9% | -8.0% | +2.1% | -2.1% |
| 3M | -23.5% | -10.5% | -13.0% | -19.7% |
| 6M | +83.7% | -11.9% | +95.6% | +93.1% |
| YTD | +86.5% | -15.4% | +101.8% | +98.2% |
| 1Y | +100.5% | -14.2% | +114.7% | +110.7% |
| All | +464.3% | +50.2% | +414.1% | +411.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling