-97.6%
TSDD vs SPY
+80.8%
-178.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | -0.4% | +12.6% | +10.5% |
| 7D | -5.8% | +0.1% | -5.9% | -4.8% |
| 30D | -22.2% | +0.1% | -22.3% | -20.9% |
| 3M | +9.2% | +2.0% | +7.2% | +30.2% |
| 6M | -7.6% | +13.0% | -20.6% | +77.3% |
| YTD | +7.2% | +13.5% | -6.3% | +114.4% |
| 1Y | -50.4% | +20.0% | -70.4% | +34.3% |
| 3Y | -97.5% | +77.2% | -174.6% | -48.2% |
| All | -97.6% | +80.8% | -178.4% | -47.0% |
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