+85.8%
TDS vs SPY
+312.5%
-226.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +5.6% | -0.4% | +6.0% | +6.0% |
| 30D | +12.4% | -1.4% | +13.8% | +13.8% |
| 3M | -3.6% | +3.7% | -7.3% | -6.7% |
| 6M | -15.4% | +13.0% | -28.4% | -23.9% |
| YTD | -7.4% | +12.4% | -19.8% | -16.5% |
| 1Y | -1.3% | +18.5% | -19.9% | -14.9% |
| 3Y | +117.7% | +77.6% | +40.1% | +32.9% |
| 5Y | +122.0% | +81.7% | +40.4% | +29.9% |
| 10Y | +85.8% | +319.7% | -233.8% | -55.6% |
| All | +85.8% | +312.5% | -226.7% | -55.6% |
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