+8.9%
TDAC vs SPY
+28.3%
-19.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | -0.4% | +0.9% | +0.6% |
| 30D | +0.3% | -1.4% | +1.7% | +0.3% |
| 3M | +1.7% | +3.7% | -2.0% | +1.7% |
| 6M | +3.4% | +13.0% | -9.6% | +3.5% |
| YTD | +3.9% | +12.4% | -8.5% | +4.0% |
| 1Y | +5.5% | +18.5% | -13.0% | +5.7% |
| All | +8.9% | +28.3% | -19.4% | +8.9% |
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