+47.2%
CAPR vs TDY
+22.9%
+24.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.8% | +13.0% | +13.2% |
| 7D | +43.2% | -5.0% | +48.2% | +50.6% |
| 30D | +14.7% | +2.0% | +12.7% | +10.9% |
| 3M | +113.9% | -7.7% | +121.6% | +133.3% |
| 6M | -73.4% | -0.9% | -72.5% | -73.7% |
| YTD | -69.1% | +23.7% | -92.8% | -89.7% |
| 1Y | +47.2% | +23.6% | +23.6% | -70.1% |
| All | +47.2% | +22.9% | +24.3% | -70.1% |
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