-99.4%
TDTH vs SPY
+41.2%
-140.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -8.0% |
| 7D | +11.4% | +2.6% | +8.8% | +8.9% |
| 30D | -14.8% | -2.0% | -12.8% | -12.8% |
| 3M | -67.2% | -2.8% | -64.5% | -66.1% |
| 6M | -55.0% | +2.1% | -57.2% | -54.7% |
| YTD | -92.0% | +11.5% | -103.4% | -92.3% |
| 1Y | -96.4% | +13.5% | -109.8% | -96.5% |
| All | -99.4% | +41.2% | -140.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling