-63.2%
SPCH vs TDG
-4.4%
-58.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -8.1% |
| 7D | -13.4% | +7.1% | -20.5% | -17.6% |
| 30D | -39.6% | +11.4% | -51.0% | -45.5% |
| 3M | -1.4% | -4.6% | +3.2% | +10.2% |
| All | -63.2% | -4.4% | -58.7% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling