+813.5%
SPYM vs TDY
+1,693.4%
-880.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -1.9% | -0.1% | -1.3% |
| 30D | -1.6% | -12.5% | +10.9% | +3.2% |
| 3M | +4.7% | -0.8% | +5.6% | +4.9% |
| 6M | +12.6% | -9.0% | +21.5% | +16.0% |
| YTD | +11.8% | +16.8% | -5.0% | +4.7% |
| 1Y | +17.5% | +9.5% | +8.1% | +12.5% |
| 3Y | +77.0% | +45.4% | +31.6% | +50.9% |
| 5Y | +82.6% | +37.8% | +44.8% | +57.6% |
| 10Y | +320.3% | +470.2% | -149.9% | +115.7% |
| All | +813.5% | +1,693.4% | -880.0% | +222.6% |
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