+201.6%
B vs TDY
+7,529.4%
-7,327.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -7.3% | +4.1% | -11.4% | -7.6% |
| 30D | -3.3% | +5.7% | -9.1% | -3.9% |
| 3M | -7.8% | -4.4% | -3.3% | -7.5% |
| 6M | -15.5% | +1.2% | -16.8% | -15.7% |
| YTD | -12.3% | +26.0% | -38.3% | -13.9% |
| 1Y | +5.4% | +27.4% | -22.0% | +3.3% |
| 3Y | +165.5% | +67.5% | +98.0% | +154.4% |
| 5Y | +107.0% | +44.9% | +62.2% | +99.9% |
| 10Y | +210.6% | +440.9% | -230.4% | +172.9% |
| All | +201.6% | +7,529.4% | -7,327.8% | +126.8% |
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