-12.4%
DOW vs TDY
-7.1%
-5.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -1.1% |
| 7D | -6.0% | -1.8% | -4.2% | -6.6% |
| 30D | -2.7% | -13.8% | +11.0% | -7.0% |
| 3M | -10.5% | -3.9% | -6.6% | -11.7% |
| 6M | -12.4% | -9.0% | -3.4% | -14.4% |
| All | -12.4% | -7.1% | -5.3% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling