+730.0%
FLEX vs TDG
+126.1%
+604.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +6.5% |
| 7D | +5.7% | -1.9% | +7.6% | +6.8% |
| 30D | -7.0% | -7.7% | +0.7% | -2.8% |
| 3M | -23.8% | -9.3% | -14.5% | -20.1% |
| 6M | +82.6% | -9.4% | +92.0% | +91.2% |
| YTD | +91.6% | -14.3% | +105.9% | +105.6% |
| 1Y | +100.6% | -11.8% | +112.4% | +110.4% |
| 3Y | +479.8% | +52.0% | +427.8% | +326.5% |
| All | +730.0% | +126.1% | +604.0% | +345.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling