+150.5%
TLTD vs SPY
+318.9%
-168.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -2.3% | -2.0% | -0.4% | -0.8% |
| 30D | -1.1% | -1.7% | +0.6% | +0.2% |
| 3M | +6.6% | +4.7% | +1.8% | +2.8% |
| 6M | +8.1% | +12.5% | -4.4% | -1.2% |
| YTD | +12.7% | +11.7% | +1.0% | +3.6% |
| 1Y | +20.9% | +17.5% | +3.4% | +6.9% |
| 3Y | +79.1% | +76.6% | +2.5% | +14.6% |
| 5Y | +63.8% | +82.0% | -18.2% | +1.5% |
| All | +150.5% | +318.9% | -168.4% | -18.6% |
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