+124.3%
TDG vs SPYG
+85.2%
+39.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | -1.9% | -0.9% | -1.0% | -1.2% |
| 30D | -7.7% | -1.5% | -6.2% | -6.7% |
| 3M | -9.3% | +3.7% | -13.1% | -12.0% |
| 6M | -9.4% | +16.4% | -25.8% | -19.4% |
| YTD | -14.3% | +13.3% | -27.6% | -22.2% |
| 1Y | -11.8% | +17.9% | -29.7% | -22.7% |
| 3Y | +52.0% | +98.3% | -46.4% | -14.4% |
| All | +124.3% | +85.2% | +39.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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