-34.8%
C vs TDY
+7,137.3%
-7,172.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +3.6% | -1.8% | +5.4% | +4.4% |
| 30D | +0.1% | -10.7% | +10.7% | +4.8% |
| 3M | +2.4% | -1.3% | +3.7% | +2.8% |
| 6M | +24.9% | -10.6% | +35.5% | +30.5% |
| YTD | +19.8% | +19.6% | +0.2% | +10.5% |
| 1Y | +44.9% | +11.6% | +33.2% | +37.4% |
| 3Y | +263.0% | +45.2% | +217.8% | +207.8% |
| 5Y | +129.5% | +36.1% | +93.5% | +97.9% |
| 10Y | +291.6% | +458.8% | -167.2% | +98.8% |
| All | -34.8% | +7,137.3% | -7,172.1% | -79.8% |
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 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