+132.4%
TD vs SPY
+78.4%
+54.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.3% |
| 30D | +7.6% | -3.7% | +11.3% | +9.8% |
| 3M | +3.0% | -2.7% | +5.8% | +4.6% |
| 6M | +16.8% | +2.2% | +14.7% | +15.6% |
| YTD | +34.3% | +10.8% | +23.5% | +27.7% |
| 1Y | +56.0% | +11.2% | +44.7% | +48.1% |
| 3Y | +132.4% | +76.5% | +55.9% | +69.1% |
| All | +132.4% | +78.4% | +54.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling