+43.7%
F vs TDY
+33.5%
+10.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -2.9% |
| 7D | -4.9% | -1.8% | -3.0% | -3.7% |
| 30D | -2.9% | -13.8% | +10.9% | +6.2% |
| 3M | -9.1% | -3.9% | -5.2% | -7.4% |
| 6M | +12.9% | -9.0% | +21.9% | +18.8% |
| YTD | +6.1% | +16.5% | -10.5% | -5.3% |
| 1Y | +22.5% | +9.3% | +13.3% | +13.6% |
| 3Y | +32.1% | +45.1% | -13.0% | -1.9% |
| 5Y | +43.7% | +35.0% | +8.8% | +8.7% |
| All | +43.7% | +33.5% | +10.2% | +8.7% |
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