-11.5%
A vs TDY
+39.0%
-50.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.4% | +2.0% |
| 7D | -2.6% | -1.1% | -1.5% | -2.0% |
| 30D | -0.9% | -12.0% | +11.2% | +5.9% |
| 3M | +13.6% | -3.2% | +16.8% | +15.0% |
| 6M | +27.8% | -7.9% | +35.7% | +32.5% |
| YTD | +8.6% | +18.2% | -9.6% | -2.7% |
| 1Y | +16.9% | +6.7% | +10.2% | +10.6% |
| 3Y | +32.9% | +47.5% | -14.6% | +2.9% |
| All | -11.5% | +39.0% | -50.6% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling