-33.5%
TDF vs SPY
+82.0%
-115.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 6M | -3.3% | +13.0% | -16.4% | -10.0% |
| YTD | -2.9% | +13.5% | -16.5% | -9.8% |
| 1Y | +0.2% | +20.0% | -19.7% | -9.7% |
| 3Y | +25.3% | +77.2% | -51.9% | -11.2% |
| All | -33.5% | +82.0% | -115.6% | -54.1% |
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 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