+120.4%
AS vs TDY
+45.7%
+74.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | -4.9% | -1.8% | -3.1% | -4.0% |
| 30D | -19.6% | -10.7% | -8.9% | -15.0% |
| 3M | -14.4% | -1.3% | -13.1% | -14.2% |
| 6M | -20.1% | -10.6% | -9.6% | -16.1% |
| YTD | -20.9% | +19.6% | -40.5% | -29.0% |
| 1Y | -21.9% | +11.6% | -33.5% | -27.3% |
| All | +120.4% | +45.7% | +74.7% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling