+69.4%
CAPR vs TDY
+34.3%
+35.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.1% |
| 7D | -10.6% | -1.9% | -8.7% | -9.3% |
| 30D | +111.2% | -12.5% | +123.7% | +132.5% |
| 3M | -67.2% | -0.8% | -66.4% | -67.4% |
| 6M | -75.1% | -9.0% | -66.2% | -73.6% |
| YTD | -71.2% | +16.8% | -88.0% | -74.9% |
| 1Y | +31.1% | +9.5% | +21.7% | +18.1% |
| 3Y | +31.3% | +45.4% | -14.1% | 0.0% |
| 5Y | +69.4% | +37.8% | +31.6% | +28.4% |
| All | +69.4% | +34.3% | +35.1% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling