+292.4%
C vs TDY
+479.2%
-186.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | +0.8% | -1.1% | +1.9% | +1.5% |
| 30D | +0.9% | -12.0% | +12.9% | +9.5% |
| 3M | +1.1% | -3.2% | +4.3% | +2.9% |
| 6M | +28.4% | -7.9% | +36.3% | +34.4% |
| YTD | +20.8% | +18.2% | +2.5% | +6.6% |
| 1Y | +43.4% | +6.7% | +36.8% | +35.2% |
| 3Y | +274.9% | +47.5% | +227.3% | +181.8% |
| 5Y | +136.7% | +39.5% | +97.2% | +79.6% |
| All | +292.4% | +479.2% | -186.8% | +39.8% |
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 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