+103.4%
TDVI vs SPY
+76.6%
+26.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +1.0% | -0.4% | +1.3% | +1.4% |
| 30D | -0.6% | -1.4% | +0.7% | +0.9% |
| 3M | -0.4% | +3.7% | -4.1% | -4.3% |
| 6M | +19.0% | +13.0% | +6.0% | +4.3% |
| YTD | +19.8% | +12.4% | +7.4% | +5.6% |
| 1Y | +24.2% | +18.5% | +5.7% | +3.5% |
| 3Y | +101.0% | +77.6% | +23.4% | +9.3% |
| All | +103.4% | +76.6% | +26.9% | +10.7% |
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