+6,954.6%
TDY vs SPY
+753.9%
+6,200.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.1% |
| 7D | -1.8% | -0.4% | -1.5% | -1.5% |
| 30D | -13.8% | -1.4% | -12.4% | -12.5% |
| 3M | -3.9% | +3.7% | -7.6% | -7.4% |
| 6M | -9.0% | +13.0% | -22.0% | -19.8% |
| YTD | +16.5% | +12.4% | +4.1% | +3.3% |
| 1Y | +9.3% | +18.5% | -9.3% | -8.5% |
| 3Y | +45.1% | +77.6% | -32.5% | -22.1% |
| 5Y | +35.0% | +81.7% | -46.7% | -29.8% |
| 10Y | +469.0% | +319.7% | +149.3% | +21.2% |
| All | +6,954.6% | +753.9% | +6,200.7% | +619.2% |
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