+394.0%
CAH vs TDY
+39.0%
+354.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -5.1% | -1.1% | -4.0% | -4.9% |
| 30D | +0.2% | -12.0% | +12.2% | +3.1% |
| 3M | +6.3% | -3.2% | +9.5% | +6.9% |
| 6M | +9.4% | -7.9% | +17.3% | +11.0% |
| YTD | +15.0% | +18.2% | -3.3% | +9.6% |
| 1Y | +55.4% | +6.7% | +48.8% | +51.9% |
| 3Y | +173.8% | +47.5% | +126.3% | +142.8% |
| All | +394.0% | +39.0% | +354.9% | +332.0% |
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