+52.0%
TDG vs SPG
+106.8%
-54.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | -7.7% | -6.1% | -1.6% | -5.6% |
| 3M | -9.3% | -3.6% | -5.7% | -8.2% |
| 6M | -9.4% | +10.4% | -19.8% | -12.5% |
| YTD | -14.3% | +14.4% | -28.6% | -18.3% |
| 1Y | -11.8% | +16.5% | -28.4% | -16.6% |
| 3Y | +52.0% | +106.8% | -54.8% | +19.5% |
| All | +52.0% | +106.8% | -54.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling