+725.0%
TDW vs SPY
+79.8%
+645.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -2.7% | -2.0% | -0.8% | -1.1% |
| 30D | +0.9% | -1.7% | +2.5% | +2.2% |
| 3M | +25.3% | +4.7% | +20.5% | +20.2% |
| 6M | +19.6% | +12.5% | +7.1% | +7.6% |
| YTD | +82.1% | +11.7% | +70.4% | +64.9% |
| 1Y | +53.3% | +17.5% | +35.8% | +32.6% |
| 3Y | +33.3% | +76.6% | -43.3% | -14.1% |
| 5Y | +725.0% | +82.0% | +643.0% | +405.3% |
| All | +725.0% | +79.8% | +645.3% | +405.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling