+247.4%
A vs TDY
+479.2%
-231.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.4% | +2.1% |
| 7D | -2.6% | -1.1% | -1.5% | -2.1% |
| 30D | -0.9% | -12.0% | +11.2% | +4.8% |
| 3M | +13.6% | -3.2% | +16.8% | +14.9% |
| 6M | +27.8% | -7.9% | +35.7% | +31.9% |
| YTD | +8.6% | +18.2% | -9.6% | -0.4% |
| 1Y | +16.9% | +6.7% | +10.2% | +12.0% |
| 3Y | +32.9% | +47.5% | -14.6% | +9.2% |
| 5Y | -14.1% | +39.5% | -53.6% | -28.4% |
| All | +247.4% | +479.2% | -231.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling