+3,853.6%
SPG vs TD
+7,806.2%
-3,952.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | 0.0% | +0.9% | -0.8% | -0.5% |
| 30D | -4.9% | -0.7% | -4.3% | -4.8% |
| 3M | +3.3% | +6.3% | -3.0% | -0.8% |
| 6M | +11.2% | +27.9% | -16.7% | -4.5% |
| YTD | +17.1% | +29.8% | -12.8% | -0.5% |
| 1Y | +21.6% | +63.7% | -42.1% | -10.3% |
| 3Y | +111.9% | +128.3% | -16.5% | +26.4% |
| 5Y | +106.9% | +125.5% | -18.6% | +23.9% |
| 10Y | +62.2% | +296.7% | -234.5% | -25.6% |
| All | +3,853.6% | +7,806.2% | -3,952.6% | +831.0% |
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 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