+798.9%
D vs TDY
+7,529.4%
-6,730.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.4% | +4.1% | -5.4% | -1.9% |
| 30D | +7.7% | +5.7% | +2.0% | +6.7% |
| 3M | -0.3% | -4.4% | +4.2% | +0.1% |
| 6M | +10.1% | +1.2% | +8.8% | +9.5% |
| YTD | +19.1% | +26.0% | -7.0% | +14.7% |
| 1Y | +15.9% | +27.4% | -11.5% | +11.4% |
| 3Y | +75.0% | +67.5% | +7.5% | +61.1% |
| 5Y | +13.4% | +44.9% | -31.5% | +5.9% |
| 10Y | +47.5% | +440.9% | -393.5% | +15.4% |
| All | +798.9% | +7,529.4% | -6,730.5% | +489.2% |
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