+115.9%
SPG vs TD
+302.8%
-186.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +2.7% | -3.1% | +5.8% | +5.5% |
| 30D | +16.6% | +6.7% | +9.9% | +9.9% |
| 3M | +8.1% | +3.1% | +5.0% | +4.5% |
| 6M | +19.3% | +17.6% | +1.7% | +1.9% |
| YTD | +31.1% | +34.8% | -3.7% | -1.7% |
| 1Y | +32.8% | +55.6% | -22.8% | -12.9% |
| 3Y | +135.8% | +133.1% | +2.7% | +2.3% |
| 5Y | +85.1% | +104.7% | -19.6% | -10.9% |
| 10Y | +115.9% | +303.6% | -187.6% | -46.4% |
| All | +115.9% | +302.8% | -186.8% | -46.4% |
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