-40.7%
TYD vs SPY
+307.0%
-347.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -6.0% | +2.6% | -8.6% | -5.7% |
| 30D | +1.2% | -2.0% | +3.2% | +1.0% |
| 3M | -9.8% | -2.8% | -7.0% | -10.1% |
| 6M | -12.5% | +2.1% | -14.7% | -12.3% |
| YTD | -17.4% | +11.5% | -28.9% | -16.2% |
| 1Y | -18.3% | +13.5% | -31.8% | -16.9% |
| 3Y | -6.3% | +77.7% | -84.0% | +2.4% |
| 5Y | -55.8% | +72.6% | -128.4% | -52.6% |
| All | -40.7% | +307.0% | -347.7% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling