+7.6%
COMP vs TDY
+24.0%
-16.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | 0.0% | +4.1% | -4.1% | -2.9% |
| 30D | +16.6% | +5.7% | +10.8% | +10.9% |
| 3M | -23.5% | -4.4% | -19.1% | -21.6% |
| 6M | +25.7% | +1.2% | +24.5% | +22.2% |
| YTD | -3.4% | +26.0% | -29.4% | -10.7% |
| 1Y | +7.6% | +27.4% | -19.8% | -0.8% |
| All | +7.6% | +24.0% | -16.5% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling