-4.9%
BB vs TDY
+6,954.6%
-6,959.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | +1.8% | -1.8% | +3.7% | +2.7% |
| 30D | -12.2% | -13.8% | +1.5% | -6.4% |
| 3M | -12.3% | -3.9% | -8.4% | -10.6% |
| 6M | +122.7% | -9.0% | +131.7% | +132.2% |
| YTD | +104.5% | +16.5% | +87.9% | +90.1% |
| 1Y | +106.7% | +9.3% | +97.4% | +97.5% |
| 3Y | +70.0% | +45.1% | +24.9% | +43.4% |
| 5Y | -27.8% | +35.0% | -62.8% | -36.4% |
| 10Y | +2.4% | +469.0% | -466.6% | -49.8% |
| All | -4.9% | +6,954.6% | -6,959.4% | -76.1% |
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