-97.8%
TSDD vs SPY
+78.9%
-176.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -2.1% |
| 7D | -8.2% | -0.4% | -7.8% | -9.3% |
| 30D | -23.9% | -1.4% | -22.6% | -27.6% |
| 3M | -7.6% | +3.7% | -11.3% | +16.6% |
| 6M | -18.0% | +13.0% | -31.0% | +56.6% |
| YTD | -1.3% | +12.4% | -13.7% | +88.2% |
| 1Y | -51.9% | +18.5% | -70.4% | +23.4% |
| 3Y | -97.6% | +77.6% | -175.2% | -50.9% |
| All | -97.8% | +78.9% | -176.7% | -53.5% |
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