+52.0%
TDG vs SPMO
+155.8%
-103.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -1.9% | -0.9% | -0.9% | -1.4% |
| 30D | -7.7% | -1.9% | -5.8% | -6.9% |
| 3M | -9.3% | -1.4% | -8.0% | -9.7% |
| 6M | -9.4% | +25.5% | -34.9% | -23.1% |
| YTD | -14.3% | +24.8% | -39.1% | -27.0% |
| 1Y | -11.8% | +24.5% | -36.3% | -25.0% |
| 3Y | +52.0% | +157.1% | -105.2% | -23.6% |
| All | +52.0% | +155.8% | -103.8% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling