+126.1%
TDG vs SPY
+79.8%
+46.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | -2.7% | -2.0% | -0.7% | -0.8% |
| 30D | -9.3% | -1.7% | -7.6% | -7.8% |
| 3M | -7.1% | +4.7% | -11.8% | -11.3% |
| 6M | -11.2% | +12.5% | -23.7% | -20.9% |
| YTD | -15.3% | +11.7% | -27.0% | -24.1% |
| 1Y | -12.5% | +17.5% | -29.9% | -25.6% |
| 3Y | +51.2% | +76.6% | -25.4% | -17.4% |
| 5Y | +126.1% | +82.0% | +44.1% | +20.8% |
| All | +126.1% | +79.8% | +46.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling