+201.4%
B vs TDY
+479.2%
-277.8%
-53.9%
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% | +0.3% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +6.3% | -12.0% | +18.4% | +9.1% |
| 3M | +12.1% | -3.2% | +15.3% | +12.8% |
| 6M | -3.1% | -7.9% | +4.8% | -1.5% |
| YTD | +2.0% | +18.2% | -16.3% | -0.9% |
| 1Y | +51.7% | +6.7% | +45.0% | +50.0% |
| 3Y | +190.5% | +47.5% | +143.0% | +170.8% |
| 5Y | +158.0% | +39.5% | +118.5% | +140.4% |
| All | +201.4% | +479.2% | -277.8% | +169.2% |
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