+77.3%
TDS vs SPY
+78.7%
-1.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -5.0% | +3.3% | -8.3% | -7.5% |
| 30D | -11.5% | -2.7% | -8.9% | -9.5% |
| 3M | -7.3% | -1.7% | -5.5% | -5.8% |
| 6M | -28.0% | +3.1% | -31.1% | -29.8% |
| YTD | -24.8% | +11.9% | -36.7% | -31.6% |
| 1Y | -22.3% | +12.0% | -34.3% | -29.4% |
| All | +77.3% | +78.7% | -1.4% | -19.1% |
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 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