+63.7%
SPG vs TD
+295.5%
-231.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.4% |
| 7D | -1.7% | -1.9% | +0.3% | 0.0% |
| 30D | -6.3% | -1.6% | -4.7% | -5.2% |
| 3M | -2.4% | +4.6% | -7.1% | -7.0% |
| 6M | +9.6% | +26.8% | -17.2% | -12.4% |
| YTD | +14.2% | +28.3% | -14.1% | -10.1% |
| 1Y | +19.3% | +60.4% | -41.2% | -23.9% |
| 3Y | +106.7% | +125.7% | -19.0% | -7.5% |
| 5Y | +104.2% | +122.4% | -18.1% | -10.8% |
| 10Y | +63.7% | +297.1% | -233.4% | -55.0% |
| All | +63.7% | +295.5% | -231.8% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling