+424.8%
FLEX vs TDG
+125.9%
+298.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.7% |
| 7D | +7.5% | +1.7% | +5.8% | +6.5% |
| 30D | -25.3% | +9.7% | -35.0% | -29.2% |
| 3M | -39.7% | -2.3% | -37.3% | -38.9% |
| 6M | -47.9% | +1.3% | -49.2% | -48.7% |
| YTD | +24.1% | -8.5% | +32.6% | +28.4% |
| 1Y | +26.0% | -8.1% | +34.1% | +29.9% |
| 3Y | +282.7% | +43.4% | +239.3% | +191.9% |
| All | +424.8% | +125.9% | +298.9% | +182.7% |
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