+109.7%
CF vs TDY
+40.4%
+69.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.9% | -0.3% |
| 7D | -3.2% | -6.0% | +2.8% | -2.0% |
| 30D | +4.3% | +2.4% | +1.9% | +3.4% |
| 3M | +2.8% | -10.0% | +12.8% | +5.1% |
| 6M | +0.6% | -4.0% | +4.6% | +0.9% |
| YTD | +56.6% | +21.1% | +35.5% | +44.8% |
| 1Y | +49.6% | +22.1% | +27.5% | +37.9% |
| 3Y | +61.5% | +64.0% | -2.5% | +31.5% |
| All | +109.7% | +40.4% | +69.3% | +78.6% |
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