+875.8%
EXC vs TDY
+7,071.3%
-6,195.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -2.7% | -12.5% | +9.8% | -0.5% |
| 3M | -1.0% | -1.2% | +0.2% | -0.9% |
| 6M | -9.3% | -6.6% | -2.7% | -8.5% |
| YTD | +3.6% | +18.5% | -14.9% | 0.0% |
| 1Y | +5.9% | +10.8% | -4.8% | +3.3% |
| 3Y | +21.3% | +47.5% | -26.2% | +11.5% |
| 5Y | +46.2% | +35.8% | +10.4% | +35.6% |
| 10Y | +151.5% | +459.0% | -307.5% | +86.8% |
| All | +875.8% | +7,071.3% | -6,195.5% | +532.3% |
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