+119.1%
ALL vs TDY
+68.3%
+50.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +5.0% | +4.1% | +1.0% | +4.6% |
| 30D | +13.3% | +5.7% | +7.6% | +12.5% |
| 3M | +3.2% | -4.4% | +7.6% | +3.8% |
| 6M | +25.3% | +1.2% | +24.1% | +24.8% |
| YTD | +30.5% | +26.0% | +4.4% | +22.3% |
| 1Y | +29.2% | +27.4% | +1.8% | +20.7% |
| 3Y | +119.1% | +67.5% | +51.6% | +90.0% |
| All | +119.1% | +68.3% | +50.8% | +90.0% |
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