-7.2%
TYD vs SPY
+2.1%
-9.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.4% |
| 7D | +3.3% | -4.7% | +8.0% | +4.6% |
| 30D | +10.0% | -5.9% | +16.0% | +12.2% |
| 3M | -3.8% | -4.5% | +0.8% | -2.7% |
| 6M | -7.2% | +1.8% | -9.0% | -11.5% |
| All | -7.2% | +2.1% | -9.3% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling