-21.9%
AS vs TDY
+11.8%
-33.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -4.9% | -1.8% | -3.1% | -4.3% |
| 30D | -19.6% | -10.7% | -8.9% | -16.8% |
| 3M | -14.4% | -1.3% | -13.1% | -14.3% |
| 6M | -20.1% | -10.6% | -9.6% | -19.2% |
| YTD | -20.9% | +19.6% | -40.5% | -22.1% |
| 1Y | -21.9% | +11.6% | -33.5% | -21.8% |
| All | -21.9% | +11.8% | -33.6% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling