-8.1%
AA vs TDY
+6,954.6%
-6,962.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.3% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | -1.6% | -13.8% | +12.2% | +4.4% |
| 3M | -29.8% | -3.9% | -25.9% | -28.7% |
| 6M | -16.6% | -9.0% | -7.6% | -13.4% |
| YTD | -4.0% | +16.5% | -20.6% | -9.7% |
| 1Y | +63.5% | +9.3% | +54.2% | +57.9% |
| 3Y | +86.8% | +45.1% | +41.7% | +62.1% |
| 5Y | +12.4% | +35.0% | -22.6% | +1.1% |
| 10Y | +132.3% | +469.0% | -336.7% | +34.2% |
| All | -8.1% | +6,954.6% | -6,962.7% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling