+12,926.4%
TDG vs SNY
+120.2%
+12,806.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -1.9% | -3.3% | +1.5% | -0.5% |
| 30D | -7.7% | -2.2% | -5.6% | -6.9% |
| 3M | -9.3% | -3.0% | -6.3% | -8.4% |
| 6M | -9.4% | +2.7% | -12.1% | -10.5% |
| YTD | -14.3% | -6.8% | -7.4% | -12.2% |
| 1Y | -11.8% | -5.3% | -6.6% | -10.7% |
| 3Y | +52.0% | -9.8% | +61.8% | +51.3% |
| 5Y | +128.8% | +9.7% | +119.2% | +104.7% |
| 10Y | +543.8% | +64.5% | +479.3% | +369.4% |
| All | +12,926.4% | +120.2% | +12,806.1% | +6,762.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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