-62.7%
TSXD vs SPY
+14.6%
-77.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +15.8% |
| 7D | +25.3% | -0.7% | +26.0% | +20.7% |
| 30D | +47.0% | -1.0% | +48.1% | +41.5% |
| 3M | +20.9% | -0.3% | +21.2% | +21.5% |
| 6M | -38.0% | +7.3% | -45.4% | -0.8% |
| YTD | -63.9% | +13.3% | -77.2% | -21.9% |
| 1Y | -62.7% | +14.8% | -77.5% | -12.3% |
| All | -62.7% | +14.6% | -77.4% | -12.3% |
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