+33.1%
CAPR vs TDY
+44.8%
-11.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.3% |
| 7D | -12.6% | -1.8% | -10.8% | -11.3% |
| 30D | +124.4% | -13.8% | +138.2% | +152.8% |
| 3M | -66.8% | -3.9% | -62.9% | -66.1% |
| 6M | -71.8% | -9.0% | -62.8% | -69.8% |
| YTD | -70.1% | +16.5% | -86.6% | -74.7% |
| 1Y | +33.3% | +9.3% | +24.1% | +15.4% |
| All | +33.1% | +44.8% | -11.7% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling