-98.0%
CAPR vs TDY
+1,511.4%
-1,609.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | -9.5% | -0.9% | -8.6% | -9.2% |
| 30D | +121.5% | -12.5% | +134.0% | +133.4% |
| 3M | -65.4% | -1.2% | -64.2% | -65.4% |
| 6M | -67.5% | -6.6% | -61.0% | -66.7% |
| YTD | -68.6% | +18.5% | -87.1% | -70.8% |
| 1Y | +42.7% | +10.8% | +31.9% | +36.0% |
| 3Y | +43.4% | +47.5% | -4.1% | +23.1% |
| 5Y | +86.0% | +35.8% | +50.2% | +63.5% |
| 10Y | -77.4% | +459.0% | -536.4% | -85.0% |
| All | -98.0% | +1,511.4% | -1,609.4% | -98.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling