-46.7%
COMP vs TDY
+45.4%
-92.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.4% |
| 7D | +4.1% | -0.9% | +5.0% | +5.0% |
| 30D | -14.5% | -12.5% | -2.1% | -2.9% |
| 3M | +41.8% | -1.2% | +43.0% | +42.7% |
| 6M | +23.6% | -6.6% | +30.1% | +31.7% |
| YTD | +1.7% | +18.5% | -16.8% | -15.1% |
| 1Y | +12.6% | +10.8% | +1.8% | -0.5% |
| 3Y | +221.9% | +47.5% | +174.4% | +99.4% |
| 5Y | -28.1% | +35.8% | -63.9% | -51.2% |
| All | -46.7% | +45.4% | -92.1% | -64.4% |
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