+13,805.5%
TDG vs SM
-2.1%
+13,807.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.7% | +9.4% | -7.7% | +0.2% |
| 30D | +9.7% | -14.4% | +24.1% | +11.7% |
| 3M | -2.3% | +1.6% | -3.9% | -3.5% |
| 6M | +1.3% | +6.3% | -5.0% | -1.8% |
| YTD | -8.5% | +78.8% | -87.2% | -19.5% |
| 1Y | -8.1% | +83.1% | -91.3% | -19.7% |
| 3Y | +43.4% | -5.9% | +49.3% | +35.2% |
| 5Y | +127.8% | +4.8% | +123.0% | +102.8% |
| 10Y | +554.4% | +17.5% | +536.9% | +285.5% |
| All | +13,805.5% | -2.1% | +13,807.6% | +5,262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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