-100.0%
SPXU vs TDY
+1,734.1%
-1,834.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -0.8% |
| 7D | +2.5% | -1.1% | +3.6% | +1.0% |
| 30D | +4.2% | -12.0% | +16.2% | -11.9% |
| 3M | -9.3% | -3.2% | -6.1% | -12.0% |
| 6M | -30.7% | -7.9% | -22.8% | -35.3% |
| YTD | -28.1% | +18.2% | -46.4% | -5.8% |
| 1Y | -35.2% | +6.7% | -41.9% | -25.4% |
| 3Y | -79.9% | +47.5% | -127.5% | -58.7% |
| 5Y | -86.4% | +39.5% | -125.9% | -66.3% |
| 10Y | -99.5% | +477.2% | -576.7% | -84.9% |
| All | -100.0% | +1,734.1% | -1,834.1% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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