+15.3%
TDC vs SPY
+304.1%
-288.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -2.5% | -0.6% | -1.9% | -1.9% |
| 30D | +7.2% | -3.7% | +10.8% | +11.5% |
| 3M | +18.4% | -2.7% | +21.1% | +21.9% |
| 6M | +3.8% | +2.2% | +1.6% | +1.4% |
| YTD | +7.7% | +10.8% | -3.1% | -3.0% |
| 1Y | +17.4% | +11.2% | +6.2% | +5.3% |
| 3Y | -29.8% | +76.5% | -106.3% | -60.4% |
| 5Y | -32.1% | +72.9% | -105.0% | -60.6% |
| 10Y | +15.3% | +304.8% | -289.5% | -74.8% |
| All | +15.3% | +304.1% | -288.8% | -74.8% |
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