+672.3%
AU vs TDY
+479.2%
+193.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -4.3% | -1.1% | -3.1% | -4.0% |
| 30D | +7.3% | -12.0% | +19.4% | +10.6% |
| 3M | +26.3% | -3.2% | +29.5% | +27.1% |
| 6M | +1.8% | -7.9% | +9.6% | +3.9% |
| YTD | +26.8% | +18.2% | +8.6% | +23.0% |
| 1Y | +66.7% | +6.7% | +60.0% | +65.0% |
| 3Y | +579.1% | +47.5% | +531.5% | +526.6% |
| 5Y | +689.3% | +39.5% | +649.8% | +627.8% |
| All | +672.3% | +479.2% | +193.0% | +542.9% |
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