-97.9%
CAPR vs TDY
+1,614.3%
-1,712.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.7% |
| 7D | +5.9% | +4.1% | +1.8% | +4.4% |
| 30D | +44.6% | +5.7% | +38.9% | +41.6% |
| 3M | +126.4% | -4.4% | +130.8% | +130.3% |
| 6M | -68.6% | +1.2% | -69.8% | -68.9% |
| YTD | -67.0% | +26.0% | -93.0% | -70.0% |
| 1Y | +65.2% | +27.4% | +37.8% | +49.6% |
| 3Y | +235.6% | +67.5% | +168.0% | +174.3% |
| 5Y | +175.4% | +44.9% | +130.6% | +136.0% |
| 10Y | -65.0% | +440.9% | -505.9% | -77.1% |
| All | -97.9% | +1,614.3% | -1,712.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling