+14.9%
TYD vs SPY
+1,120.1%
-1,105.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.4% |
| 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% | -4.9% |
| 6M | -12.9% | +13.0% | -25.9% | -9.8% |
| YTD | -11.0% | +13.5% | -24.5% | -7.6% |
| 1Y | -11.5% | +20.0% | -31.4% | -6.5% |
| 3Y | -8.9% | +77.2% | -86.1% | +9.7% |
| 5Y | -55.2% | +81.9% | -137.0% | -45.8% |
| 10Y | -44.2% | +314.1% | -358.2% | +6.9% |
| All | +14.9% | +1,120.1% | -1,105.1% | +349.3% |
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