+5,967.0%
CF vs TDY
+1,564.8%
+4,402.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | +6.0% | -1.8% | +7.8% | +7.0% |
| 30D | +14.8% | -10.7% | +25.5% | +21.8% |
| 3M | +14.1% | -1.3% | +15.3% | +13.8% |
| 6M | +28.5% | -10.6% | +39.1% | +33.5% |
| YTD | +74.9% | +19.6% | +55.4% | +54.3% |
| 1Y | +61.7% | +11.6% | +50.1% | +47.4% |
| 3Y | +80.3% | +45.2% | +35.1% | +37.5% |
| 5Y | +226.0% | +36.1% | +189.9% | +150.4% |
| 10Y | +569.9% | +458.8% | +111.0% | +124.7% |
| All | +5,967.0% | +1,564.8% | +4,402.2% | +939.9% |
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