+287.5%
CAH vs TDY
+479.2%
-191.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -5.1% | -1.1% | -4.0% | -4.8% |
| 30D | +0.2% | -12.0% | +12.2% | +4.3% |
| 3M | +6.3% | -3.2% | +9.5% | +7.2% |
| 6M | +9.4% | -7.9% | +17.3% | +11.6% |
| YTD | +15.0% | +18.2% | -3.3% | +7.7% |
| 1Y | +55.4% | +6.7% | +48.8% | +50.3% |
| 3Y | +173.8% | +47.5% | +126.3% | +133.0% |
| 5Y | +395.2% | +39.5% | +355.7% | +322.4% |
| All | +287.5% | +479.2% | -191.8% | +99.8% |
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