+368.8%
SNXX vs TDG
-20.7%
+389.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -7.5% |
| 7D | -12.0% | -1.9% | -10.2% | -11.4% |
| 30D | +37.9% | -7.7% | +45.6% | +42.1% |
| 3M | -52.7% | -9.3% | -43.3% | -50.5% |
| 6M | +194.8% | -9.4% | +204.2% | +181.9% |
| All | +368.8% | -20.7% | +389.5% | +353.0% |
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