+15.5%
TDC vs SPY
+597.9%
-582.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | -0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +5.7% | -3.3% | +9.0% | +9.3% |
| 3M | +18.0% | -2.4% | +20.4% | +20.9% |
| 6M | +2.3% | +2.6% | -0.2% | -0.3% |
| YTD | +6.2% | +11.2% | -5.1% | -4.3% |
| 1Y | +17.1% | +13.4% | +3.7% | +3.5% |
| 3Y | -30.0% | +79.9% | -109.9% | -60.5% |
| 5Y | -35.8% | +72.2% | -108.0% | -61.9% |
| 10Y | +15.3% | +307.3% | -292.0% | -70.4% |
| All | +15.5% | +597.9% | -582.4% | -80.1% |
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