-86.6%
TDUP vs SPY
+110.3%
-197.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.9% |
| 7D | +6.0% | +0.5% | +5.4% | +5.0% |
| 30D | -16.8% | -0.9% | -15.9% | -15.3% |
| 3M | -45.8% | +3.9% | -49.7% | -49.0% |
| 6M | -26.8% | +14.5% | -41.4% | -40.9% |
| YTD | -58.2% | +12.9% | -71.1% | -65.0% |
| 1Y | -76.0% | +19.4% | -95.4% | -81.6% |
| 3Y | -20.5% | +78.5% | -99.0% | -69.5% |
| 5Y | -86.1% | +81.8% | -167.9% | -94.4% |
| All | -86.6% | +110.3% | -197.0% | -93.8% |
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