+695.7%
TDIV vs SPY
+591.2%
+104.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | -0.8% | -0.9% | +0.1% | +0.2% |
| 3M | -1.2% | +3.9% | -5.1% | -5.0% |
| 6M | +21.4% | +14.5% | +6.9% | +5.5% |
| YTD | +20.7% | +12.9% | +7.8% | +6.5% |
| 1Y | +25.3% | +19.4% | +5.9% | +4.5% |
| 3Y | +107.2% | +78.5% | +28.7% | +14.3% |
| 5Y | +116.8% | +81.8% | +35.0% | +17.6% |
| 10Y | +393.0% | +311.5% | +81.5% | +17.0% |
| All | +695.7% | +591.2% | +104.5% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling