+203.3%
TLTD vs SPY
+557.9%
-354.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.3% | -0.6% | +1.8% | +1.7% |
| 30D | +0.9% | -3.7% | +4.6% | +3.9% |
| 3M | -2.7% | -2.7% | +0.1% | -0.5% |
| 6M | +1.6% | +2.2% | -0.6% | -0.2% |
| YTD | +10.8% | +10.8% | 0.0% | +2.1% |
| 1Y | +16.1% | +11.2% | +4.8% | +6.7% |
| 3Y | +80.0% | +76.5% | +3.5% | +13.5% |
| 5Y | +63.0% | +72.9% | -10.0% | +3.6% |
| 10Y | +150.8% | +304.8% | -154.0% | -23.1% |
| All | +203.3% | +557.9% | -354.5% | -36.3% |
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 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