-22.4%
TNDM vs SPY
+75.5%
-97.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | -10.4% | -2.0% | -8.4% | -8.1% |
| 30D | -21.9% | -1.7% | -20.2% | -20.3% |
| 3M | +12.8% | +4.7% | +8.1% | +6.0% |
| 6M | -16.3% | +12.5% | -28.8% | -28.1% |
| YTD | -16.7% | +11.7% | -28.4% | -27.7% |
| 1Y | +48.0% | +17.5% | +30.5% | +20.6% |
| All | -22.4% | +75.5% | -97.9% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling