-6.5%
TDC vs SPY
+312.5%
-319.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.8% |
| 7D | -1.4% | -0.4% | -1.1% | -1.0% |
| 30D | +0.6% | -1.4% | +2.0% | +2.1% |
| 3M | -16.8% | +3.7% | -20.5% | -20.0% |
| 6M | -2.4% | +13.0% | -15.4% | -14.1% |
| YTD | -8.5% | +12.4% | -20.9% | -18.8% |
| 1Y | +32.3% | +18.5% | +13.8% | +11.3% |
| 3Y | -36.8% | +77.6% | -114.5% | -64.7% |
| 5Y | -50.6% | +81.7% | -132.3% | -72.8% |
| 10Y | -6.5% | +319.7% | -326.1% | -81.4% |
| All | -6.5% | +312.5% | -319.0% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling