+19.9%
TDC vs SPY
+307.0%
-287.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +9.5% | +2.6% | +6.9% | +6.5% |
| 30D | +16.5% | -2.0% | +18.4% | +18.9% |
| 3M | +26.0% | -2.8% | +28.8% | +29.7% |
| 6M | +6.5% | +2.1% | +4.3% | +4.0% |
| YTD | +14.4% | +11.5% | +2.9% | +2.3% |
| 1Y | +29.0% | +13.5% | +15.6% | +13.3% |
| 3Y | -25.2% | +77.7% | -102.9% | -58.0% |
| 5Y | -28.4% | +72.6% | -101.0% | -58.4% |
| All | +19.9% | +307.0% | -287.1% | -74.6% |
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