-60.9%
ADBE vs TDY
+39.0%
-99.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.9% |
| 3M | +15.3% | -3.2% | +18.5% | +15.9% |
| 6M | -7.8% | -7.9% | 0.0% | -5.8% |
| YTD | -27.9% | +18.2% | -46.2% | -37.0% |
| 1Y | -28.0% | +6.7% | -34.7% | -33.2% |
| 3Y | -55.3% | +47.5% | -102.9% | -67.2% |
| All | -60.9% | +39.0% | -99.9% | -70.8% |
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 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