-95.7%
TDOC vs SPY
+79.8%
-175.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.9% |
| 7D | -5.9% | -2.0% | -3.9% | -2.6% |
| 30D | -10.6% | -1.7% | -8.9% | -7.9% |
| 3M | -13.4% | +4.7% | -18.1% | -21.0% |
| 6M | +9.3% | +12.5% | -3.2% | -12.1% |
| YTD | -13.0% | +11.7% | -24.7% | -29.0% |
| 1Y | -18.7% | +17.5% | -36.2% | -39.0% |
| 3Y | -72.7% | +76.6% | -149.3% | -90.3% |
| 5Y | -95.7% | +82.0% | -177.7% | -98.5% |
| All | -95.7% | +79.8% | -175.5% | -98.5% |
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