+537.0%
TDG vs SPMO
+517.6%
+19.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | -1.9% | -0.9% | -0.9% | -1.2% |
| 30D | -7.7% | -1.9% | -5.8% | -6.4% |
| 3M | -9.3% | -1.4% | -8.0% | -10.1% |
| 6M | -9.4% | +25.5% | -34.9% | -27.7% |
| YTD | -14.3% | +24.8% | -39.1% | -31.4% |
| 1Y | -11.8% | +24.5% | -36.3% | -29.6% |
| 3Y | +52.0% | +157.1% | -105.2% | -39.0% |
| 5Y | +128.8% | +149.5% | -20.7% | -5.2% |
| All | +537.0% | +517.6% | +19.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling