-49.3%
COMP vs TDY
+48.7%
-98.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +6.4% |
| 7D | +13.4% | -6.0% | +19.5% | +20.1% |
| 30D | +11.1% | +2.4% | +8.7% | +8.1% |
| 3M | -18.8% | -10.0% | -8.8% | -10.8% |
| 6M | +10.5% | -4.0% | +14.5% | +13.1% |
| YTD | -3.4% | +21.1% | -24.5% | -21.6% |
| 1Y | +19.7% | +22.1% | -2.4% | -4.2% |
| 3Y | +381.6% | +64.0% | +317.6% | +160.4% |
| 5Y | -17.6% | +38.6% | -56.2% | -45.5% |
| All | -49.3% | +48.7% | -98.0% | -67.1% |
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