+253.8%
B vs TDY
+7,071.3%
-6,817.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +1.4% | -12.5% | +13.8% | +2.5% |
| 3M | +12.2% | -1.2% | +13.4% | +12.3% |
| 6M | -2.1% | -6.6% | +4.4% | -1.5% |
| YTD | +2.9% | +18.5% | -15.5% | +1.6% |
| 1Y | +55.3% | +10.8% | +44.5% | +54.0% |
| 3Y | +198.7% | +47.5% | +151.2% | +189.3% |
| 5Y | +153.8% | +35.8% | +118.0% | +146.5% |
| 10Y | +193.4% | +459.0% | -265.6% | +157.8% |
| All | +253.8% | +7,071.3% | -6,817.5% | +167.6% |
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