-98.5%
TDTH vs SPY
+42.3%
-140.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -7.7% |
| 7D | -3.4% | -0.4% | -3.0% | -3.0% |
| 30D | -28.3% | -1.4% | -26.9% | -27.3% |
| 3M | -25.4% | +3.7% | -29.1% | -27.3% |
| 6M | -72.6% | +13.0% | -85.6% | -74.6% |
| YTD | -81.1% | +12.4% | -93.5% | -82.2% |
| 1Y | -94.2% | +18.5% | -112.8% | -94.6% |
| All | -98.5% | +42.3% | -140.8% | -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 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