+216.1%
TLTD vs SPY
+574.0%
-357.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +2.2% | +0.1% | +2.2% | +2.2% |
| 3M | +5.8% | +2.0% | +3.8% | +4.1% |
| 6M | +8.5% | +13.0% | -4.5% | -1.5% |
| YTD | +15.5% | +13.5% | +1.9% | +4.5% |
| 1Y | +25.6% | +20.0% | +5.6% | +8.8% |
| 3Y | +80.3% | +77.2% | +3.1% | +13.4% |
| 5Y | +66.0% | +81.9% | -15.8% | +1.4% |
| 10Y | +156.6% | +314.1% | -157.5% | -22.7% |
| All | +216.1% | +574.0% | -357.9% | -34.9% |
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