+82.6%
TDI vs SPY
+69.8%
+12.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.0% | -3.3% | -0.6% | -1.2% |
| 3M | -4.2% | -2.4% | -1.7% | -2.2% |
| 6M | -1.8% | +2.6% | -4.4% | -3.6% |
| YTD | +15.2% | +11.2% | +3.9% | +6.3% |
| 1Y | +21.7% | +13.4% | +8.3% | +10.8% |
| All | +82.6% | +69.8% | +12.8% | +19.8% |
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