+8,264.4%
TDG vs SPXU
-100.0%
+8,364.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.8% |
| 7D | -2.7% | +6.4% | -9.0% | -0.5% |
| 30D | -9.3% | +5.9% | -15.2% | -7.2% |
| 3M | -7.1% | -11.7% | +4.6% | -10.5% |
| 6M | -11.2% | -28.7% | +17.5% | -19.8% |
| YTD | -15.3% | -26.4% | +11.1% | -22.3% |
| 1Y | -12.5% | -35.2% | +22.8% | -22.9% |
| 3Y | +51.2% | -79.8% | +131.0% | -3.8% |
| 5Y | +126.1% | -86.1% | +212.2% | +49.4% |
| 10Y | +536.2% | -99.5% | +635.8% | +91.7% |
| All | +8,264.4% | -100.0% | +8,364.4% | +888.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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