+811.4%
SPYM vs TD
+1,029.8%
-218.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +1.1% | +1.4% | +2.0% |
| 30D | -2.0% | +5.2% | -7.2% | -4.4% |
| 3M | -2.8% | +1.2% | -4.0% | -3.5% |
| 6M | +2.2% | +17.7% | -15.6% | -6.2% |
| YTD | +11.5% | +34.2% | -22.7% | -4.2% |
| 1Y | +13.5% | +55.4% | -41.9% | -9.5% |
| 3Y | +78.0% | +130.4% | -52.4% | +14.9% |
| 5Y | +73.1% | +101.8% | -28.7% | +18.4% |
| 10Y | +310.9% | +301.9% | +9.0% | +95.0% |
| All | +811.4% | +1,029.8% | -218.4% | +172.6% |
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