-49.3%
COMP vs TDY
+54.7%
-104.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.3% |
| 7D | 0.0% | +4.1% | -4.1% | -3.7% |
| 30D | +16.6% | +5.7% | +10.8% | +10.0% |
| 3M | -23.5% | -4.4% | -19.1% | -20.6% |
| 6M | +25.7% | +1.2% | +24.5% | +22.3% |
| YTD | -3.4% | +26.0% | -29.4% | -24.5% |
| 1Y | +7.6% | +27.4% | -19.8% | -17.2% |
| 3Y | +423.6% | +67.5% | +356.1% | +178.7% |
| 5Y | -10.6% | +44.9% | -55.5% | -43.2% |
| All | -49.3% | +54.7% | -104.0% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling