-36.7%
TDF vs SPY
+67.4%
-104.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +4.8% | -2.7% | +7.5% | +6.3% |
| 30D | -0.6% | -5.4% | +4.8% | +2.5% |
| 3M | -12.1% | -4.1% | -8.0% | -10.1% |
| 6M | -15.2% | +0.7% | -15.9% | -15.7% |
| YTD | -12.7% | +8.7% | -21.4% | -17.0% |
| 1Y | -14.7% | +10.9% | -25.6% | -19.8% |
| 3Y | +24.6% | +75.0% | -50.4% | -11.6% |
| All | -36.7% | +67.4% | -104.1% | -54.5% |
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