+25.7%
C vs TDY
+24.0%
+1.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +4.2% | +4.1% | +0.1% | +2.4% |
| 30D | +2.0% | +5.7% | -3.7% | -0.6% |
| 3M | -10.1% | -4.4% | -5.7% | -8.5% |
| 6M | +1.0% | +1.2% | -0.2% | 0.0% |
| YTD | +8.5% | +26.0% | -17.6% | -2.1% |
| 1Y | +25.7% | +27.4% | -1.6% | +12.8% |
| All | +25.7% | +24.0% | +1.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling