-98.5%
TDTH vs SPY
+42.7%
-141.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.1% |
| 7D | -11.1% | -0.8% | -10.3% | -10.5% |
| 30D | -23.3% | -1.1% | -22.2% | -22.5% |
| 3M | -30.6% | +3.9% | -34.4% | -32.4% |
| 6M | -74.2% | +13.6% | -87.8% | -76.2% |
| YTD | -81.3% | +12.7% | -94.0% | -82.4% |
| 1Y | -94.8% | +17.5% | -112.3% | -95.1% |
| All | -98.5% | +42.7% | -141.2% | -98.7% |
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