+819.0%
SPYM vs TD
+980.2%
-161.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.1% |
| 7D | -0.4% | -1.9% | +1.6% | +0.6% |
| 30D | -1.4% | -1.6% | +0.2% | -0.7% |
| 3M | +3.7% | +4.6% | -0.9% | +1.2% |
| 6M | +13.0% | +26.8% | -13.8% | 0.0% |
| YTD | +12.5% | +28.3% | -15.9% | -1.2% |
| 1Y | +18.6% | +60.4% | -41.8% | -6.9% |
| 3Y | +78.0% | +125.7% | -47.7% | +16.0% |
| 5Y | +82.3% | +122.4% | -40.1% | +18.7% |
| 10Y | +322.9% | +297.1% | +25.8% | +102.2% |
| All | +819.0% | +980.2% | -161.2% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling