+13,672.5%
TDS vs SPY
+3,045.4%
+10,627.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | -5.0% | +3.3% | -8.3% | -8.6% |
| 30D | -11.5% | -2.7% | -8.9% | -8.6% |
| 3M | -7.3% | -1.7% | -5.5% | -5.2% |
| 6M | -28.0% | +3.1% | -31.1% | -30.9% |
| YTD | -24.8% | +11.9% | -36.7% | -34.9% |
| 1Y | -22.3% | +12.0% | -34.3% | -32.8% |
| 3Y | +77.4% | +78.2% | -0.8% | -13.7% |
| 5Y | +77.9% | +73.2% | +4.6% | -15.0% |
| 10Y | +57.6% | +309.6% | -252.0% | -76.1% |
| All | +13,672.5% | +3,045.4% | +10,627.1% | +228.1% |
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