-99.3%
TDTH vs SPY
+41.7%
-141.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.5% | +5.6% |
| 7D | +22.9% | +3.3% | +19.6% | +19.3% |
| 30D | -14.7% | -2.7% | -12.0% | -12.0% |
| 3M | -63.9% | -1.7% | -62.2% | -63.1% |
| 6M | -53.3% | +3.1% | -56.3% | -53.3% |
| YTD | -91.2% | +11.9% | -103.1% | -91.6% |
| 1Y | -96.2% | +12.0% | -108.2% | -96.3% |
| All | -99.3% | +41.7% | -141.0% | -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 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