-15.1%
TDW vs SPY
+322.5%
-337.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -0.6% |
| 30D | +1.5% | -1.1% | +2.5% | +2.5% |
| 3M | +25.3% | +3.9% | +21.4% | +20.2% |
| 6M | +21.5% | +13.6% | +7.9% | +5.8% |
| YTD | +84.1% | +12.7% | +71.4% | +61.7% |
| 1Y | +56.3% | +17.5% | +38.8% | +31.1% |
| 3Y | +31.8% | +76.9% | -45.1% | -26.5% |
| 5Y | +733.8% | +83.6% | +650.2% | +335.1% |
| All | -15.1% | +322.5% | -337.6% | -86.1% |
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 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