-98.3%
TSDD vs SPY
+78.1%
-176.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -5.1% |
| 7D | -26.6% | +3.3% | -29.8% | -14.5% |
| 30D | -17.7% | -2.7% | -15.0% | -24.1% |
| 3M | -42.1% | -1.7% | -40.4% | -43.1% |
| 6M | -18.2% | +3.1% | -21.3% | +7.4% |
| YTD | -23.4% | +11.9% | -35.3% | +50.3% |
| 1Y | -33.7% | +12.0% | -45.6% | +32.9% |
| 3Y | -98.4% | +78.2% | -176.6% | -64.6% |
| All | -98.3% | +78.1% | -176.4% | -62.8% |
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