+977.1%
BE vs TDY
+183.4%
+793.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -1.0% |
| 7D | +23.9% | -1.8% | +25.8% | +26.6% |
| 30D | +27.8% | -13.8% | +41.6% | +51.5% |
| 3M | +3.7% | -3.9% | +7.6% | +10.6% |
| 6M | +78.0% | -9.0% | +86.9% | +102.1% |
| YTD | +209.9% | +16.5% | +193.4% | +167.8% |
| 1Y | +389.6% | +9.3% | +380.3% | +359.1% |
| 3Y | +1,730.6% | +45.1% | +1,685.5% | +1,126.6% |
| 5Y | +1,227.8% | +35.0% | +1,192.8% | +883.1% |
| All | +977.1% | +183.4% | +793.7% | +347.1% |
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