+156.7%
B vs TDY
+34.3%
+122.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -5.0% | -1.9% | -3.2% | -4.4% |
| 30D | +8.7% | -12.5% | +21.2% | +13.9% |
| 3M | +17.3% | -0.8% | +18.1% | +17.4% |
| 6M | -5.0% | -9.0% | +3.9% | -2.0% |
| YTD | +1.4% | +16.8% | -15.3% | -3.3% |
| 1Y | +50.5% | +9.5% | +41.1% | +46.2% |
| 3Y | +194.4% | +45.4% | +148.9% | +158.6% |
| 5Y | +156.7% | +37.8% | +118.9% | +124.2% |
| All | +156.7% | +34.3% | +122.4% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling