+1,241.5%
ADBE vs TDY
+6,969.6%
-5,728.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -12.9% | -1.9% | -11.0% | -12.3% |
| 30D | -5.6% | -12.5% | +6.9% | -1.2% |
| 3M | +6.6% | -0.8% | +7.4% | +6.2% |
| 6M | -9.6% | -9.0% | -0.6% | -7.5% |
| YTD | -28.9% | +16.8% | -45.7% | -34.2% |
| 1Y | -28.9% | +9.5% | -38.4% | -32.7% |
| 3Y | -55.6% | +45.4% | -101.0% | -62.6% |
| 5Y | -62.2% | +37.8% | -100.1% | -67.4% |
| 10Y | +150.4% | +470.2% | -319.8% | +27.9% |
| All | +1,241.5% | +6,969.6% | -5,728.1% | +211.7% |
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