+763.7%
SPY vs TDY
+6,954.6%
-6,190.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | -0.4% | -1.8% | +1.5% | +0.1% |
| 30D | -1.4% | -13.8% | +12.4% | +2.4% |
| 3M | +3.7% | -3.9% | +7.6% | +4.7% |
| 6M | +13.0% | -9.0% | +22.0% | +15.5% |
| YTD | +12.4% | +16.5% | -4.1% | +7.5% |
| 1Y | +18.5% | +9.3% | +9.3% | +15.1% |
| 3Y | +77.6% | +45.1% | +32.5% | +59.6% |
| 5Y | +81.7% | +35.0% | +46.7% | +65.6% |
| 10Y | +319.7% | +469.0% | -149.3% | +169.5% |
| All | +763.7% | +6,954.6% | -6,190.9% | +270.2% |
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