+40.4%
TDF vs SPY
+313.4%
-273.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | -2.8% | +2.0% | -4.8% | -4.0% |
| 6M | -3.3% | +13.0% | -16.4% | -10.2% |
| YTD | -2.9% | +13.5% | -16.5% | -10.0% |
| 1Y | +0.2% | +20.0% | -19.7% | -10.1% |
| 3Y | +25.3% | +77.2% | -51.9% | -12.0% |
| 5Y | -32.6% | +81.9% | -114.5% | -53.8% |
| All | +40.4% | +313.4% | -273.0% | -43.4% |
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