+713.3%
TDG vs SPMO
+562.6%
+150.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -9.3% | -0.7% | -8.6% | -9.0% |
| 3M | -7.1% | +2.8% | -9.9% | -10.9% |
| 6M | -11.2% | +24.4% | -35.6% | -28.3% |
| YTD | -15.3% | +24.2% | -39.4% | -31.6% |
| 1Y | -12.5% | +24.5% | -37.0% | -29.8% |
| 3Y | +51.2% | +155.6% | -104.4% | -37.6% |
| 5Y | +126.1% | +148.2% | -22.0% | -3.8% |
| 10Y | +536.2% | +514.8% | +21.4% | +46.3% |
| All | +713.3% | +562.6% | +150.7% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling