+37.2%
TDTF vs SPY
+766.8%
-729.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.6% | -2.0% | +1.3% | -0.6% |
| 30D | -0.7% | -1.7% | +0.9% | -0.7% |
| 3M | -0.8% | +4.7% | -5.5% | -0.8% |
| 6M | -1.1% | +12.5% | -13.6% | -1.1% |
| YTD | +0.2% | +11.7% | -11.5% | +0.1% |
| 1Y | -0.2% | +17.5% | -17.7% | -0.3% |
| 3Y | +14.0% | +76.6% | -62.6% | +13.6% |
| 5Y | +4.7% | +82.0% | -77.3% | +4.1% |
| 10Y | +31.3% | +317.1% | -285.9% | +34.1% |
| All | +37.2% | +766.8% | -729.6% | +42.9% |
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