-10.2%
DOW vs TDY
+157.7%
-167.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.4% |
| 30D | -4.1% | -12.5% | +8.4% | +2.9% |
| 3M | -12.4% | -0.8% | -11.6% | -13.0% |
| 6M | -10.6% | -9.0% | -1.7% | -7.7% |
| YTD | +31.1% | +16.8% | +14.3% | +16.7% |
| 1Y | +30.5% | +9.5% | +21.1% | +20.2% |
| 3Y | -34.4% | +45.4% | -79.8% | -49.8% |
| 5Y | -35.5% | +37.8% | -73.3% | -50.5% |
| All | -10.2% | +157.7% | -167.9% | -50.4% |
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 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