+1,301.3%
FLEX vs TDG
+13,257.8%
-11,956.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -0.9% | -2.0% | +1.1% | +0.3% |
| 30D | -10.1% | -7.4% | -2.8% | -6.1% |
| 3M | -31.3% | -5.4% | -26.0% | -29.5% |
| 6M | +71.3% | -11.6% | +82.9% | +82.7% |
| YTD | +81.2% | -12.6% | +93.9% | +93.8% |
| 1Y | +98.5% | -9.3% | +107.8% | +106.1% |
| 3Y | +428.2% | +49.2% | +379.1% | +298.5% |
| 5Y | +657.3% | +132.1% | +525.1% | +330.0% |
| 10Y | +995.9% | +544.8% | +451.1% | +211.5% |
| All | +1,301.3% | +13,257.8% | -11,956.4% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling