-37.1%
DOW vs TDY
+39.0%
-76.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | -3.9% | -12.0% | +8.1% | +0.9% |
| 3M | -12.7% | -3.2% | -9.5% | -12.2% |
| 6M | -13.7% | -7.9% | -5.8% | -11.9% |
| YTD | +28.4% | +18.2% | +10.2% | +16.2% |
| 1Y | +21.8% | +6.7% | +15.1% | +15.2% |
| 3Y | -35.7% | +47.5% | -83.3% | -47.9% |
| All | -37.1% | +39.0% | -76.2% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling