+151.4%
ADBE vs TDY
+479.2%
-327.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.8% |
| 7D | -5.4% | -1.1% | -4.2% | -4.9% |
| 30D | -2.5% | -12.0% | +9.5% | +3.0% |
| 3M | +15.3% | -3.2% | +18.5% | +16.1% |
| 6M | -7.8% | -7.9% | 0.0% | -5.8% |
| YTD | -27.9% | +18.2% | -46.2% | -35.6% |
| 1Y | -28.0% | +6.7% | -34.7% | -32.4% |
| 3Y | -55.3% | +47.5% | -102.9% | -65.1% |
| 5Y | -61.7% | +39.5% | -101.2% | -69.2% |
| All | +151.4% | +479.2% | -327.8% | +12.9% |
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 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