-97.9%
CAPR vs TDY
+1,526.2%
-1,624.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.3% |
| 30D | +139.2% | -10.7% | +149.9% | +150.1% |
| 3M | -66.4% | -1.3% | -65.1% | -66.4% |
| 6M | -63.1% | -10.6% | -52.6% | -61.6% |
| YTD | -67.4% | +19.6% | -87.0% | -69.8% |
| 1Y | +58.2% | +11.6% | +46.6% | +50.4% |
| 3Y | +42.2% | +45.2% | -3.0% | +22.7% |
| 5Y | +87.3% | +36.1% | +51.2% | +64.3% |
| 10Y | -75.3% | +458.8% | -534.1% | -83.7% |
| All | -97.9% | +1,526.2% | -1,624.1% | -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