+2.1%
AS vs TDY
+22.9%
-20.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.8% | +9.9% | +6.6% |
| 7D | +13.8% | -5.0% | +18.8% | +15.5% |
| 30D | +16.7% | +2.0% | +14.7% | +15.3% |
| 3M | -11.5% | -7.7% | -3.8% | -9.7% |
| 6M | -5.5% | -0.9% | -4.6% | -6.0% |
| YTD | -14.2% | +23.7% | -37.9% | -15.7% |
| 1Y | +2.1% | +23.6% | -21.6% | +0.5% |
| All | +2.1% | +22.9% | -20.8% | +0.5% |
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