+62.1%
SPG vs TDY
+479.2%
-417.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.7% |
| 7D | -1.2% | -1.1% | 0.0% | -0.4% |
| 30D | -6.1% | -12.0% | +5.9% | +1.7% |
| 3M | -3.6% | -3.2% | -0.4% | -2.4% |
| 6M | +10.4% | -7.9% | +18.3% | +14.7% |
| YTD | +14.4% | +18.2% | -3.8% | -0.6% |
| 1Y | +16.5% | +6.7% | +9.9% | +8.0% |
| 3Y | +106.8% | +47.5% | +59.3% | +49.5% |
| 5Y | +108.9% | +39.5% | +69.4% | +53.6% |
| All | +62.1% | +479.2% | -417.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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