+108.7%
SPG vs TDY
+34.3%
+74.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.2% | -1.9% | -0.3% | -1.4% |
| 30D | -5.8% | -12.5% | +6.7% | +0.1% |
| 3M | -2.8% | -0.8% | -2.0% | -3.1% |
| 6M | +8.9% | -9.0% | +17.9% | +12.7% |
| YTD | +14.3% | +16.8% | -2.5% | +3.0% |
| 1Y | +19.5% | +9.5% | +10.0% | +11.0% |
| 3Y | +106.9% | +45.4% | +61.4% | +61.4% |
| 5Y | +108.7% | +37.8% | +70.9% | +62.8% |
| All | +108.7% | +34.3% | +74.4% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling