+12,981.4%
TDG vs SPG
+533.2%
+12,448.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.9% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -6.5% | -4.9% | -1.6% | -4.6% |
| 3M | -5.1% | +3.3% | -8.4% | -6.5% |
| 6M | -11.5% | +11.2% | -22.8% | -15.4% |
| YTD | -13.9% | +17.1% | -30.9% | -19.5% |
| 1Y | -11.5% | +21.6% | -33.0% | -18.6% |
| 3Y | +53.7% | +111.9% | -58.2% | +10.7% |
| 5Y | +135.5% | +106.9% | +28.6% | +69.6% |
| 10Y | +535.2% | +62.2% | +472.9% | +336.9% |
| All | +12,981.4% | +533.2% | +12,448.3% | +4,937.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling