+749.1%
SPY vs TDG
+12,839.7%
-12,090.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -0.4% | -2.4% | +2.1% | +0.5% |
| 30D | -1.4% | -8.0% | +6.6% | +1.5% |
| 3M | +3.7% | -10.5% | +14.2% | +7.4% |
| 6M | +13.0% | -11.9% | +24.9% | +17.2% |
| YTD | +12.4% | -15.4% | +27.7% | +17.9% |
| 1Y | +18.5% | -14.2% | +32.7% | +23.4% |
| 3Y | +77.6% | +51.0% | +26.6% | +48.5% |
| 5Y | +81.7% | +126.5% | -44.8% | +29.6% |
| 10Y | +319.7% | +535.6% | -215.9% | +87.0% |
| All | +749.1% | +12,839.7% | -12,090.6% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling