+75.0%
D vs TDY
+68.3%
+6.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.4% | +4.1% | -5.4% | -1.8% |
| 30D | +7.7% | +5.7% | +2.0% | +6.8% |
| 3M | -0.3% | -4.4% | +4.2% | +0.2% |
| 6M | +10.1% | +1.2% | +8.8% | +9.5% |
| YTD | +19.1% | +26.0% | -7.0% | +13.6% |
| 1Y | +15.9% | +27.4% | -11.5% | +10.3% |
| 3Y | +75.0% | +67.5% | +7.5% | +47.8% |
| All | +75.0% | +68.3% | +6.7% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling