-36.8%
TDF vs SPY
+72.2%
-109.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | -2.9% | -3.7% | +0.8% | -0.9% |
| 3M | -14.3% | -2.7% | -11.6% | -13.1% |
| 6M | -15.6% | +2.2% | -17.8% | -16.8% |
| YTD | -13.1% | +10.8% | -23.9% | -18.3% |
| 1Y | -15.3% | +11.2% | -26.5% | -20.5% |
| 3Y | +26.6% | +76.5% | -49.8% | -10.6% |
| 5Y | -36.8% | +72.9% | -109.8% | -55.3% |
| All | -36.8% | +72.2% | -109.1% | -55.3% |
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