-41.2%
TYD vs SPY
+304.1%
-345.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.7% |
| 30D | +5.8% | -3.7% | +9.5% | +5.3% |
| 3M | -5.2% | -2.7% | -2.4% | -5.5% |
| 6M | -11.2% | +2.2% | -13.4% | -10.9% |
| YTD | -14.4% | +10.8% | -25.3% | -13.3% |
| 1Y | -15.3% | +11.2% | -26.5% | -14.0% |
| 3Y | -3.1% | +76.5% | -79.6% | +5.8% |
| 5Y | -54.3% | +72.9% | -127.3% | -51.0% |
| 10Y | -41.2% | +304.8% | -346.0% | -11.9% |
| All | -41.2% | +304.1% | -345.3% | -11.9% |
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