-67.1%
TDOC vs SPY
+343.3%
-410.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -12.2% | -0.9% | -11.3% | -11.1% |
| 3M | -11.6% | +3.9% | -15.5% | -16.2% |
| 6M | +23.2% | +14.5% | +8.7% | +4.0% |
| YTD | -10.6% | +12.9% | -23.5% | -23.1% |
| 1Y | -20.2% | +19.4% | -39.5% | -35.5% |
| 3Y | -71.9% | +78.5% | -150.4% | -85.5% |
| 5Y | -95.5% | +81.8% | -177.3% | -97.6% |
| 10Y | -67.2% | +311.5% | -378.7% | -92.8% |
| All | -67.1% | +343.3% | -410.3% | -93.1% |
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 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