+136.1%
C vs TDY
+34.3%
+101.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.3% | -1.9% | +2.1% | +1.3% |
| 30D | +2.0% | -12.5% | +14.5% | +9.6% |
| 3M | +4.4% | -0.8% | +5.2% | +4.6% |
| 6M | +28.3% | -9.0% | +37.3% | +34.3% |
| YTD | +20.5% | +16.8% | +3.7% | +9.2% |
| 1Y | +45.5% | +9.5% | +36.1% | +36.5% |
| 3Y | +274.0% | +45.4% | +228.6% | +199.7% |
| 5Y | +136.1% | +37.8% | +98.3% | +86.0% |
| All | +136.1% | +34.3% | +101.8% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling