+119.3%
TDS vs SPY
+81.8%
+37.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +12.8% | +0.5% | +12.3% | +12.5% |
| 30D | +15.0% | -0.9% | +16.0% | +15.8% |
| 3M | -3.2% | +3.9% | -7.1% | -5.7% |
| 6M | -15.4% | +14.5% | -29.9% | -22.7% |
| YTD | -7.3% | +12.9% | -20.2% | -14.6% |
| 1Y | -0.8% | +19.4% | -20.1% | -11.7% |
| 3Y | +117.9% | +78.5% | +39.5% | +53.7% |
| 5Y | +119.3% | +81.8% | +37.6% | +50.2% |
| All | +119.3% | +81.8% | +37.5% | +50.2% |
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