-44.5%
TSDD vs SPY
+18.1%
-62.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | +2.7% |
| 7D | -6.9% | -0.8% | -6.1% | -10.3% |
| 30D | -24.5% | -1.1% | -23.5% | -27.2% |
| 3M | -4.3% | +3.9% | -8.2% | +20.5% |
| 6M | -13.2% | +13.6% | -26.8% | +61.0% |
| YTD | -0.1% | +12.7% | -12.8% | +83.1% |
| 1Y | -44.5% | +17.5% | -62.0% | +37.4% |
| All | -44.5% | +18.1% | -62.6% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling