+50.6%
CI vs TDY
+34.3%
+16.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.3% | -1.9% | +0.5% | -0.9% |
| 30D | +3.1% | -12.5% | +15.6% | +6.1% |
| 3M | -4.5% | -0.8% | -3.7% | -4.7% |
| 6M | +8.3% | -9.0% | +17.2% | +10.0% |
| YTD | +3.8% | +16.8% | -13.0% | -0.7% |
| 1Y | -5.0% | +9.5% | -14.5% | -7.9% |
| 3Y | +5.8% | +45.4% | -39.6% | -6.8% |
| 5Y | +50.6% | +37.8% | +12.8% | +32.5% |
| All | +50.6% | +34.3% | +16.3% | +32.5% |
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