+0.3%
TDC vs SPY
+612.4%
-612.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +6.9% | +0.1% | +6.9% | +6.9% |
| 3M | -19.6% | +2.0% | -21.6% | -21.2% |
| 6M | -2.3% | +13.0% | -15.3% | -13.6% |
| YTD | -7.9% | +13.5% | -21.4% | -18.6% |
| 1Y | +36.6% | +20.0% | +16.7% | +14.5% |
| 3Y | -38.8% | +77.2% | -116.0% | -64.9% |
| 5Y | -50.8% | +81.9% | -132.7% | -72.3% |
| 10Y | -11.7% | +314.1% | -325.7% | -77.6% |
| All | +0.3% | +612.4% | -612.1% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling