+135.4%
SPG vs TD
+133.8%
+1.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.7% | -3.1% | +5.8% | +4.0% |
| 30D | +16.6% | +6.7% | +9.9% | +13.4% |
| 3M | +8.1% | +3.1% | +5.0% | +6.5% |
| 6M | +19.3% | +17.6% | +1.7% | +10.6% |
| YTD | +31.1% | +34.8% | -3.7% | +14.4% |
| 1Y | +32.8% | +55.6% | -22.8% | +8.7% |
| All | +135.4% | +133.8% | +1.5% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling