+87.8%
AAPL vs TDY
+46.9%
+40.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +3.8% | -1.1% | +5.0% | +4.1% |
| 30D | +9.9% | -12.0% | +22.0% | +13.6% |
| 3M | +12.5% | -3.2% | +15.7% | +13.0% |
| 6M | +27.6% | -7.9% | +35.5% | +29.7% |
| YTD | +22.6% | +18.2% | +4.3% | +14.3% |
| 1Y | +45.0% | +6.7% | +38.3% | +40.2% |
| 3Y | +87.8% | +47.5% | +40.2% | +64.6% |
| All | +87.8% | +46.9% | +40.9% | +64.6% |
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 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