+3,074.9%
COST vs TDY
+7,056.0%
-3,981.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | 0.0% |
| 7D | -1.2% | -1.1% | -0.1% | -1.0% |
| 30D | -4.7% | -12.0% | +7.3% | -2.2% |
| 3M | -7.1% | -3.2% | -3.9% | -6.7% |
| 6M | -8.5% | -7.9% | -0.7% | -7.4% |
| YTD | +5.4% | +18.2% | -12.8% | +1.1% |
| 1Y | -5.6% | +6.7% | -12.3% | -7.7% |
| 3Y | +68.5% | +47.5% | +20.9% | +53.0% |
| 5Y | +105.2% | +39.5% | +65.7% | +88.0% |
| 10Y | +610.7% | +477.2% | +133.5% | +376.0% |
| All | +3,074.9% | +7,056.0% | -3,981.1% | +1,302.6% |
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