+1,171.1%
CI vs TDY
+7,137.3%
-5,966.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.3% | -1.8% | +3.1% | +1.7% |
| 30D | +4.4% | -10.7% | +15.1% | +7.2% |
| 3M | +0.7% | -1.3% | +1.9% | +0.7% |
| 6M | +0.3% | -10.6% | +10.9% | +2.5% |
| YTD | +3.8% | +19.6% | -15.8% | -1.0% |
| 1Y | -5.5% | +11.6% | -17.1% | -8.6% |
| 3Y | +8.1% | +45.2% | -37.1% | -2.8% |
| 5Y | +42.8% | +36.1% | +6.7% | +29.3% |
| 10Y | +143.9% | +458.8% | -315.0% | +62.5% |
| All | +1,171.1% | +7,137.3% | -5,966.3% | +608.3% |
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