+537.0%
TDG vs SPY
+322.5%
+214.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -7.7% | -1.1% | -6.6% | -6.6% |
| 3M | -9.3% | +3.9% | -13.2% | -13.3% |
| 6M | -9.4% | +13.6% | -23.0% | -21.8% |
| YTD | -14.3% | +12.7% | -26.9% | -25.4% |
| 1Y | -11.8% | +17.5% | -29.3% | -27.1% |
| 3Y | +52.0% | +76.9% | -24.9% | -24.1% |
| 5Y | +128.8% | +83.6% | +45.3% | +9.4% |
| All | +537.0% | +322.5% | +214.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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