-84.7%
TNDM vs SPY
+80.7%
-165.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.4% |
| 7D | -10.4% | -2.0% | -8.4% | -7.9% |
| 30D | -21.9% | -1.7% | -20.2% | -20.1% |
| 3M | +12.8% | +4.7% | +8.1% | +5.3% |
| 6M | -16.3% | +12.5% | -28.8% | -29.1% |
| YTD | -16.7% | +11.7% | -28.4% | -28.8% |
| 1Y | +48.0% | +17.5% | +30.5% | +18.1% |
| 3Y | -22.1% | +76.6% | -98.6% | -64.7% |
| All | -84.7% | +80.7% | -165.5% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling