-54.6%
TYD vs SPY
+82.0%
-136.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | -5.4% | +2.0% | -7.4% | -5.6% |
| 6M | -12.9% | +13.0% | -25.9% | -13.9% |
| YTD | -11.0% | +13.5% | -24.5% | -12.1% |
| 1Y | -11.5% | +20.0% | -31.4% | -12.9% |
| 3Y | -8.9% | +77.2% | -86.1% | -14.9% |
| All | -54.6% | +82.0% | -136.7% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling