-76.5%
TNDM vs SPY
+322.5%
-399.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.4% | -7.6% |
| 7D | -14.0% | -0.8% | -13.3% | -13.2% |
| 30D | -27.0% | -1.1% | -25.9% | -26.1% |
| 3M | +8.3% | +3.9% | +4.4% | +2.9% |
| 6M | -22.8% | +13.6% | -36.4% | -34.3% |
| YTD | -22.2% | +12.7% | -34.8% | -33.0% |
| 1Y | +33.8% | +17.5% | +16.3% | +9.3% |
| 3Y | -27.5% | +76.9% | -104.4% | -63.7% |
| 5Y | -86.1% | +83.6% | -169.6% | -93.1% |
| All | -76.5% | +322.5% | -399.0% | -97.6% |
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