-6.1%
F vs TDY
+24.0%
-30.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.1% | +4.1% | -7.2% | -4.6% |
| 30D | 0.0% | +5.7% | -5.7% | -2.8% |
| 3M | -13.2% | -4.4% | -8.8% | -11.7% |
| 6M | -10.2% | +1.2% | -11.4% | -11.7% |
| YTD | -4.9% | +26.0% | -31.0% | -19.4% |
| 1Y | -6.1% | +27.4% | -33.5% | -21.0% |
| All | -6.1% | +24.0% | -30.1% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling