-18.4%
TYD vs SPY
+11.8%
-30.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -5.8% | +3.3% | -9.1% | -6.7% |
| 30D | +2.3% | -2.7% | +5.0% | +3.1% |
| 3M | -8.2% | -1.7% | -6.5% | -7.8% |
| 6M | -12.0% | +3.1% | -15.1% | -13.1% |
| YTD | -16.8% | +11.9% | -28.7% | -20.4% |
| 1Y | -18.4% | +12.0% | -30.3% | -21.9% |
| All | -18.4% | +11.8% | -30.1% | -21.9% |
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 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