+14.1%
TYD vs SPY
+1,064.0%
-1,049.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | -0.2% |
| 7D | +3.3% | -4.7% | +8.0% | +1.9% |
| 30D | +10.0% | -5.9% | +16.0% | +8.2% |
| 3M | -3.8% | -4.5% | +0.8% | -5.0% |
| 6M | -7.2% | +1.8% | -9.0% | -6.7% |
| YTD | -11.6% | +8.3% | -20.0% | -9.5% |
| 1Y | -11.5% | +9.3% | -20.8% | -9.0% |
| 3Y | -1.7% | +74.9% | -76.5% | +18.3% |
| 5Y | -54.0% | +67.3% | -121.2% | -46.0% |
| 10Y | -43.1% | +311.6% | -354.7% | +10.0% |
| All | +14.1% | +1,064.0% | -1,049.9% | +340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling