+12,981.4%
TDG vs SPY
+757.1%
+12,224.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.9% |
| 7D | -0.9% | +0.5% | -1.5% | -1.5% |
| 30D | -6.5% | -0.9% | -5.6% | -5.6% |
| 3M | -5.1% | +3.9% | -9.0% | -8.8% |
| 6M | -11.5% | +14.5% | -26.1% | -22.9% |
| YTD | -13.9% | +12.9% | -26.8% | -23.9% |
| 1Y | -11.5% | +19.4% | -30.8% | -26.2% |
| 3Y | +53.7% | +78.5% | -24.8% | -15.8% |
| 5Y | +135.5% | +81.8% | +53.8% | +27.7% |
| 10Y | +535.2% | +311.5% | +223.6% | +64.4% |
| All | +12,981.4% | +757.1% | +12,224.4% | +1,668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling