-78.7%
CAPR vs TDY
+479.2%
-557.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | 0.0% |
| 7D | -11.0% | -1.1% | -9.8% | -10.2% |
| 30D | +99.8% | -12.0% | +111.8% | +119.6% |
| 3M | -66.6% | -3.2% | -63.4% | -66.1% |
| 6M | -75.1% | -7.9% | -67.2% | -73.8% |
| YTD | -71.0% | +18.2% | -89.2% | -74.9% |
| 1Y | +30.0% | +6.7% | +23.3% | +20.5% |
| 3Y | +29.0% | +47.5% | -18.6% | -6.2% |
| 5Y | +70.8% | +39.5% | +31.3% | +26.3% |
| All | -78.7% | +479.2% | -557.9% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling