+774.7%
D vs TDY
+7,137.3%
-6,362.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.5% | -1.8% | +3.3% | +1.7% |
| 30D | -2.6% | -10.7% | +8.1% | -1.1% |
| 3M | 0.0% | -1.3% | +1.3% | 0.0% |
| 6M | +7.4% | -10.6% | +17.9% | +8.7% |
| YTD | +15.9% | +19.6% | -3.7% | +12.6% |
| 1Y | +18.1% | +11.6% | +6.5% | +15.8% |
| 3Y | +58.4% | +45.2% | +13.2% | +49.0% |
| 5Y | +5.2% | +36.1% | -30.9% | -0.7% |
| 10Y | +35.9% | +458.8% | -423.0% | +6.1% |
| All | +774.7% | +7,137.3% | -6,362.6% | +478.5% |
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