+34.7%
TDF vs SPY
+311.8%
-277.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.5% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | -1.6% | -2.4% | +0.8% | -0.3% |
| 3M | -13.1% | -1.2% | -11.9% | -12.6% |
| 6M | -15.9% | +3.3% | -19.2% | -17.6% |
| YTD | -12.8% | +12.3% | -25.1% | -18.8% |
| 1Y | -15.4% | +12.4% | -27.8% | -21.2% |
| 3Y | +27.1% | +78.8% | -51.8% | -11.4% |
| 5Y | -38.1% | +75.2% | -113.3% | -56.6% |
| 10Y | +34.7% | +311.1% | -276.4% | -43.4% |
| All | +34.7% | +311.8% | -277.1% | -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