-89.7%
TNDM vs SPY
+432.4%
-522.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | -6.6% | +0.5% | -7.1% | -7.2% |
| 30D | -11.2% | -0.9% | -10.2% | -10.3% |
| 3M | +7.6% | +3.9% | +3.7% | +2.6% |
| 6M | -6.0% | +14.5% | -20.5% | -19.9% |
| YTD | -9.6% | +12.9% | -22.5% | -21.6% |
| 1Y | +59.0% | +19.4% | +39.7% | +29.4% |
| 3Y | -15.4% | +78.5% | -93.8% | -56.0% |
| 5Y | -84.4% | +81.8% | -166.2% | -91.9% |
| 10Y | -73.1% | +311.5% | -384.7% | -93.8% |
| All | -89.7% | +432.4% | -522.1% | -98.0% |
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 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