+38.4%
AR vs TDY
+479.2%
-440.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.6% |
| 7D | -2.5% | -1.1% | -1.4% | -1.9% |
| 30D | +2.5% | -12.0% | +14.6% | +9.8% |
| 3M | +12.3% | -3.2% | +15.5% | +13.6% |
| 6M | -3.1% | -7.9% | +4.7% | -0.4% |
| YTD | +11.5% | +18.2% | -6.7% | -1.7% |
| 1Y | +17.0% | +6.7% | +10.4% | +9.1% |
| 3Y | +47.3% | +47.5% | -0.2% | +11.5% |
| 5Y | +141.2% | +39.5% | +101.7% | +86.9% |
| All | +38.4% | +479.2% | -440.8% | -37.9% |
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