+553.6%
SPYG vs TDY
+1,956.9%
-1,403.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -1.8% | -1.9% | 0.0% | -1.2% |
| 30D | -1.9% | -12.5% | +10.6% | +2.5% |
| 3M | +5.2% | -0.8% | +6.0% | +5.3% |
| 6M | +15.6% | -9.0% | +24.5% | +19.0% |
| YTD | +12.4% | +16.8% | -4.4% | +6.1% |
| 1Y | +17.5% | +9.5% | +8.0% | +13.1% |
| 3Y | +98.1% | +45.4% | +52.7% | +72.2% |
| 5Y | +84.9% | +37.8% | +47.1% | +63.3% |
| 10Y | +417.7% | +470.2% | -52.5% | +185.8% |
| All | +553.6% | +1,956.9% | -1,403.3% | +109.7% |
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 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