+117.9%
TDS vs SPY
+78.7%
+39.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +12.8% | +0.5% | +12.3% | +12.4% |
| 30D | +15.0% | -0.9% | +16.0% | +15.9% |
| 3M | -3.2% | +3.9% | -7.1% | -6.3% |
| 6M | -15.4% | +14.5% | -29.9% | -24.7% |
| YTD | -7.3% | +12.9% | -20.2% | -16.6% |
| 1Y | -0.8% | +19.4% | -20.1% | -14.9% |
| 3Y | +117.9% | +78.5% | +39.5% | +18.3% |
| All | +117.9% | +78.7% | +39.2% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling