+4,293.7%
SPG vs TD
+8,075.2%
-3,781.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +2.0% | +1.1% | +0.9% | +1.3% |
| 30D | +17.2% | +5.2% | +12.0% | +13.7% |
| 3M | +6.3% | +1.2% | +5.1% | +5.2% |
| 6M | +18.7% | +17.7% | +0.9% | +7.0% |
| YTD | +30.1% | +34.2% | -4.1% | +8.2% |
| 1Y | +32.8% | +55.4% | -22.7% | +1.0% |
| 3Y | +133.6% | +130.4% | +3.2% | +38.4% |
| 5Y | +84.4% | +101.8% | -17.4% | +17.8% |
| 10Y | +114.3% | +301.9% | -187.6% | -2.7% |
| All | +4,293.7% | +8,075.2% | -3,781.4% | +912.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling