+12,772.9%
TDG vs SPYG
+1,097.9%
+11,675.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -1.0% |
| 30D | -9.3% | -1.9% | -7.3% | -7.7% |
| 3M | -7.1% | +5.2% | -12.2% | -11.8% |
| 6M | -11.2% | +15.6% | -26.7% | -23.0% |
| YTD | -15.3% | +12.4% | -27.7% | -24.8% |
| 1Y | -12.5% | +17.5% | -29.9% | -25.8% |
| 3Y | +51.2% | +98.1% | -46.9% | -24.3% |
| 5Y | +126.1% | +84.9% | +41.2% | +19.4% |
| 10Y | +536.2% | +417.7% | +118.5% | +24.7% |
| All | +12,772.9% | +1,097.9% | +11,675.0% | +1,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling