+7,930.8%
TD vs SPY
+1,855.8%
+6,075.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.4% | +0.1% | +0.3% | +0.4% |
| 3M | +7.6% | +2.0% | +5.6% | +5.7% |
| 6M | +25.0% | +13.0% | +12.0% | +12.7% |
| YTD | +31.0% | +13.5% | +17.5% | +17.6% |
| 1Y | +65.2% | +20.0% | +45.2% | +41.4% |
| 3Y | +122.5% | +77.2% | +45.3% | +33.8% |
| 5Y | +124.8% | +81.9% | +42.9% | +30.4% |
| 10Y | +298.2% | +314.1% | -15.8% | +12.8% |
| All | +7,930.8% | +1,855.8% | +6,075.0% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling