-76.1%
TDUP vs SPY
+18.1%
-94.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -1.5% |
| 7D | -4.0% | -0.8% | -3.3% | -2.4% |
| 30D | -15.3% | -1.1% | -14.2% | -13.0% |
| 3M | -47.4% | +3.9% | -51.2% | -51.4% |
| 6M | -32.4% | +13.6% | -46.0% | -50.5% |
| YTD | -59.2% | +12.7% | -71.8% | -68.9% |
| 1Y | -76.1% | +17.5% | -93.6% | -83.1% |
| All | -76.1% | +18.1% | -94.2% | -83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling