+3,175.1%
SPG vs TDY
+7,071.3%
-3,896.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -4.9% | -12.5% | +7.5% | -0.8% |
| 3M | +3.3% | -1.2% | +4.5% | +3.4% |
| 6M | +11.2% | -6.6% | +17.8% | +13.0% |
| YTD | +17.1% | +18.5% | -1.4% | +9.6% |
| 1Y | +21.6% | +10.8% | +10.8% | +16.1% |
| 3Y | +111.9% | +47.5% | +64.4% | +83.4% |
| 5Y | +106.9% | +35.8% | +71.1% | +83.4% |
| 10Y | +62.2% | +459.0% | -396.8% | +0.3% |
| All | +3,175.1% | +7,071.3% | -3,896.2% | +1,395.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling