-47.0%
COMP vs TDY
+43.0%
-90.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.9% |
| 7D | +0.8% | -1.8% | +2.7% | +2.7% |
| 30D | -13.9% | -13.8% | -0.1% | -0.7% |
| 3M | +30.7% | -3.9% | +34.6% | +35.1% |
| 6M | +18.7% | -9.0% | +27.7% | +29.8% |
| YTD | +1.0% | +16.5% | -15.5% | -14.3% |
| 1Y | +15.1% | +9.3% | +5.8% | +3.0% |
| 3Y | +219.8% | +45.1% | +174.7% | +101.3% |
| 5Y | -28.7% | +35.0% | -63.6% | -51.0% |
| All | -47.0% | +43.0% | -90.0% | -64.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling