+12,759.1%
TDG vs SM
+13.6%
+12,745.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -8.0% | +20.3% | -28.3% | -10.8% |
| 3M | -10.5% | +22.9% | -33.4% | -14.2% |
| 6M | -11.9% | +47.8% | -59.7% | -19.0% |
| YTD | -15.4% | +107.5% | -122.8% | -26.7% |
| 1Y | -14.2% | +51.7% | -65.9% | -22.2% |
| 3Y | +51.0% | -0.9% | +51.9% | +42.2% |
| 5Y | +126.5% | +112.2% | +14.2% | +80.3% |
| 10Y | +535.6% | +20.3% | +515.2% | +274.4% |
| All | +12,759.1% | +13.6% | +12,745.5% | +4,784.6% |
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