+83.8%
SPYM vs TDY
+39.0%
+44.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | -1.1% | -12.0% | +11.0% | +4.5% |
| 3M | +3.9% | -3.2% | +7.1% | +5.1% |
| 6M | +13.6% | -7.9% | +21.5% | +17.1% |
| YTD | +12.7% | +18.2% | -5.5% | +3.0% |
| 1Y | +17.6% | +6.7% | +10.9% | +12.5% |
| 3Y | +77.2% | +47.5% | +29.7% | +42.6% |
| All | +83.8% | +39.0% | +44.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling