+207.0%
C vs TDY
+434.3%
-227.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +4.2% | +4.1% | +0.1% | +1.5% |
| 30D | +2.0% | +5.7% | -3.7% | -2.0% |
| 3M | -10.1% | -4.4% | -5.7% | -7.9% |
| 6M | +1.0% | +1.2% | -0.2% | -0.7% |
| YTD | +8.5% | +26.0% | -17.6% | -8.5% |
| 1Y | +25.7% | +27.4% | -1.6% | +5.3% |
| 3Y | +216.0% | +67.5% | +148.5% | +117.6% |
| 5Y | +112.3% | +44.9% | +67.4% | +57.1% |
| All | +207.0% | +434.3% | -227.3% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling