+83.8%
SPYM vs TDG
+126.1%
-42.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | -1.1% | -7.7% | +6.6% | +1.8% |
| 3M | +3.9% | -9.3% | +13.2% | +7.2% |
| 6M | +13.6% | -9.4% | +23.0% | +16.7% |
| YTD | +12.7% | -14.3% | +27.0% | +17.8% |
| 1Y | +17.6% | -11.8% | +29.4% | +21.1% |
| 3Y | +77.2% | +52.0% | +25.3% | +39.8% |
| All | +83.8% | +126.1% | -42.3% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling