+8,128.2%
TD vs SPY
+1,820.4%
+6,307.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +1.1% | +2.6% | -1.5% | -1.1% |
| 30D | +5.2% | -2.0% | +7.2% | +7.0% |
| 3M | +1.2% | -2.8% | +4.0% | +3.7% |
| 6M | +17.7% | +2.1% | +15.6% | +15.5% |
| YTD | +34.2% | +11.5% | +22.7% | +22.3% |
| 1Y | +55.4% | +13.5% | +42.0% | +39.5% |
| 3Y | +130.4% | +77.7% | +52.7% | +38.1% |
| 5Y | +101.8% | +72.6% | +29.2% | +22.5% |
| 10Y | +301.9% | +308.2% | -6.3% | +15.3% |
| All | +8,128.2% | +1,820.4% | +6,307.9% | +472.2% |
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 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