+37.4%
TDTT vs SPY
+780.9%
-743.4%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | 0.0% | -1.4% | +1.4% | 0.0% |
| 3M | 0.0% | +3.7% | -3.7% | -0.1% |
| 6M | +0.5% | +13.0% | -12.5% | +0.2% |
| YTD | +1.5% | +12.4% | -10.9% | +1.2% |
| 1Y | +1.5% | +18.5% | -17.1% | +1.0% |
| 3Y | +15.4% | +77.6% | -62.2% | +13.4% |
| 5Y | +12.8% | +81.7% | -68.9% | +10.5% |
| 10Y | +35.1% | +319.7% | -284.6% | +30.6% |
| All | +37.4% | +780.9% | -743.4% | +32.9% |
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