+29.5%
A vs TDY
+45.1%
-15.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.6% | -1.9% | -2.7% | -3.7% |
| 30D | -4.3% | -12.5% | +8.2% | +1.7% |
| 3M | +8.9% | -0.8% | +9.8% | +8.5% |
| 6M | +24.5% | -9.0% | +33.5% | +29.1% |
| YTD | +5.8% | +16.8% | -11.0% | -3.8% |
| 1Y | +16.2% | +9.5% | +6.8% | +8.8% |
| All | +29.5% | +45.1% | -15.6% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling