+1,508.3%
CAKE vs TDY
+7,056.0%
-5,547.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | -4.5% | -1.1% | -3.4% | -4.2% |
| 30D | -12.4% | -12.0% | -0.4% | -9.0% |
| 3M | +37.3% | -3.2% | +40.5% | +38.4% |
| 6M | +70.7% | -7.9% | +78.6% | +74.0% |
| YTD | +106.0% | +18.2% | +87.8% | +94.7% |
| 1Y | +79.7% | +6.7% | +73.0% | +74.9% |
| 3Y | +267.8% | +47.5% | +220.2% | +224.0% |
| 5Y | +159.9% | +39.5% | +120.4% | +132.0% |
| 10Y | +154.3% | +477.2% | -322.8% | +58.7% |
| All | +1,508.3% | +7,056.0% | -5,547.7% | +572.3% |
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