+58.2%
CAPR vs TDY
+11.8%
+46.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.8% |
| 7D | -2.0% | -1.8% | -0.2% | 0.0% |
| 30D | +139.2% | -10.7% | +149.9% | +172.6% |
| 3M | -66.4% | -1.3% | -65.1% | -66.6% |
| 6M | -63.1% | -10.6% | -52.6% | -57.4% |
| YTD | -67.4% | +19.6% | -87.0% | -82.5% |
| 1Y | +58.2% | +11.6% | +46.6% | -20.7% |
| All | +58.2% | +11.8% | +46.5% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling