+103.7%
TD vs SPY
+72.2%
+31.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 3M | +3.0% | -2.7% | +5.8% | +4.9% |
| 6M | +16.8% | +2.2% | +14.7% | +15.2% |
| YTD | +34.3% | +10.8% | +23.5% | +25.9% |
| 1Y | +56.0% | +11.2% | +44.7% | +45.9% |
| 3Y | +132.4% | +76.5% | +55.9% | +57.4% |
| 5Y | +103.7% | +72.9% | +30.7% | +37.2% |
| All | +103.7% | +72.2% | +31.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling