-0.4%
TYD vs SPY
+75.1%
-75.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +1.2% | -2.7% | +3.9% | +1.4% |
| 30D | +9.4% | -5.4% | +14.8% | +9.8% |
| 3M | -3.3% | -4.1% | +0.8% | -3.1% |
| 6M | -9.0% | +0.7% | -9.7% | -9.0% |
| YTD | -12.1% | +8.7% | -20.8% | -12.4% |
| 1Y | -13.3% | +10.9% | -24.1% | -13.5% |
| 3Y | -0.4% | +75.0% | -75.4% | -19.8% |
| All | -0.4% | +75.1% | -75.5% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling