-74.1%
TDW vs SPY
+3,059.5%
-3,133.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.6% |
| 7D | -7.5% | -0.4% | -7.1% | -7.2% |
| 30D | +3.8% | -1.4% | +5.2% | +5.1% |
| 3M | +27.2% | +3.7% | +23.5% | +22.6% |
| 6M | +14.9% | +13.0% | +1.9% | +1.6% |
| YTD | +84.3% | +12.4% | +71.9% | +63.9% |
| 1Y | +59.6% | +18.5% | +41.1% | +34.7% |
| 3Y | +34.8% | +77.6% | -42.8% | -21.5% |
| 5Y | +741.5% | +81.7% | +659.8% | +368.7% |
| 10Y | -14.0% | +319.7% | -333.7% | -77.5% |
| All | -74.1% | +3,059.5% | -3,133.6% | -98.4% |
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