+107.2%
AS vs TDY
+42.0%
+65.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | -2.8% | -1.8% | -0.9% | -1.8% |
| 30D | -23.2% | -13.8% | -9.5% | -17.4% |
| 3M | -20.1% | -3.9% | -16.2% | -18.8% |
| 6M | -18.5% | -9.0% | -9.5% | -15.1% |
| YTD | -25.6% | +16.5% | -42.2% | -32.4% |
| 1Y | -24.4% | +9.3% | -33.6% | -28.9% |
| All | +107.2% | +42.0% | +65.2% | +81.8% |
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 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