+28.9%
CAPR vs TDY
+9.2%
+19.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.2% |
| 7D | -10.6% | -1.9% | -8.7% | -8.5% |
| 30D | +111.2% | -12.5% | +123.7% | +147.2% |
| 3M | -67.2% | -0.8% | -66.4% | -67.9% |
| 6M | -75.1% | -9.0% | -66.2% | -72.2% |
| YTD | -71.2% | +16.8% | -88.0% | -85.0% |
| All | +28.9% | +9.2% | +19.7% | -38.4% |
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 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