+15.1%
TDAQ vs SPY
+15.7%
-0.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.5% |
| 7D | -4.7% | -2.7% | -2.0% | -0.9% |
| 30D | -13.3% | -5.4% | -7.9% | -6.2% |
| 3M | -7.9% | -4.1% | -3.8% | -2.1% |
| 6M | -5.9% | +0.7% | -6.6% | -5.8% |
| YTD | +5.7% | +8.7% | -3.0% | -3.5% |
| 1Y | +7.5% | +10.9% | -3.3% | -4.5% |
| All | +15.1% | +15.7% | -0.6% | -1.0% |
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