+233.5%
SPOT vs TDG
+52.1%
+181.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -3.1% | -1.9% | -1.2% | -2.4% |
| 30D | +7.4% | -7.7% | +15.1% | +10.7% |
| 3M | +8.2% | -9.3% | +17.5% | +11.8% |
| 6M | +2.2% | -9.4% | +11.6% | +5.1% |
| YTD | -9.5% | -14.3% | +4.8% | -4.3% |
| 1Y | -23.8% | -11.8% | -12.0% | -20.8% |
| 3Y | +233.5% | +52.0% | +181.5% | +173.4% |
| All | +233.5% | +52.1% | +181.4% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 3y: compounded portfolio wealth divided by compounded TDG 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…
3y analysis · Full analysis span regression · 6 months rolling