+114.1%
AS vs TDY
+44.4%
+69.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -22.1% | -12.5% | -9.7% | -16.8% |
| 3M | -15.3% | -1.2% | -14.1% | -15.2% |
| 6M | -15.6% | -6.6% | -9.0% | -13.1% |
| YTD | -23.2% | +18.5% | -41.7% | -30.7% |
| 1Y | -21.7% | +10.8% | -32.5% | -26.9% |
| All | +114.1% | +44.4% | +69.7% | +86.3% |
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