-97.2%
TSDD vs SPY
+77.4%
-174.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.4% | -10.4% |
| 7D | -8.4% | +0.5% | -9.0% | -5.8% |
| 30D | -25.0% | -0.9% | -24.1% | -27.3% |
| 3M | -2.1% | +3.9% | -5.9% | +24.7% |
| 6M | -18.9% | +14.5% | -33.4% | +64.0% |
| YTD | -1.3% | +12.9% | -14.2% | +91.8% |
| 1Y | -52.0% | +19.4% | -71.4% | +26.5% |
| All | -97.2% | +77.4% | -174.5% | -43.1% |
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