-50.2%
TDC vs SPY
+81.8%
-131.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -3.1% | +0.5% | -3.7% | -3.7% |
| 30D | +1.4% | -0.9% | +2.3% | +2.5% |
| 3M | -17.6% | +3.9% | -21.5% | -21.2% |
| 6M | -0.9% | +14.5% | -15.5% | -15.1% |
| YTD | -8.8% | +12.9% | -21.7% | -20.3% |
| 1Y | +30.6% | +19.4% | +11.2% | +7.5% |
| 3Y | -37.1% | +78.5% | -115.5% | -66.6% |
| 5Y | -50.2% | +81.8% | -131.9% | -73.7% |
| All | -50.2% | +81.8% | -131.9% | -73.7% |
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