-87.0%
TDUP vs SPY
+109.9%
-196.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -1.0% |
| 7D | -4.0% | -0.8% | -3.3% | -2.8% |
| 30D | -15.3% | -1.1% | -14.2% | -13.6% |
| 3M | -47.4% | +3.9% | -51.2% | -50.4% |
| 6M | -32.4% | +13.6% | -46.0% | -44.6% |
| YTD | -59.2% | +12.7% | -71.8% | -65.7% |
| 1Y | -76.1% | +17.5% | -93.6% | -81.2% |
| 3Y | -25.0% | +76.9% | -101.9% | -70.8% |
| 5Y | -85.8% | +83.6% | -169.4% | -94.3% |
| All | -87.0% | +109.9% | -196.8% | -93.9% |
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 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