+318.0%
SPYM vs TD
+306.3%
+11.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.5% |
| 7D | -0.8% | -0.5% | -0.2% | -0.5% |
| 30D | -1.1% | -1.9% | +0.8% | -0.1% |
| 3M | +3.9% | +4.8% | -0.9% | +1.0% |
| 6M | +13.6% | +28.0% | -14.4% | -1.1% |
| YTD | +12.7% | +30.3% | -17.6% | -3.0% |
| 1Y | +17.6% | +59.8% | -42.2% | -9.6% |
| 3Y | +77.2% | +124.7% | -47.5% | +10.7% |
| 5Y | +84.1% | +127.0% | -42.8% | +12.9% |
| All | +318.0% | +306.3% | +11.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling