-17.2%
F vs TDY
+44.4%
-61.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.1% | +4.1% | -7.2% | -5.4% |
| 30D | 0.0% | +5.7% | -5.7% | -3.9% |
| 3M | -13.2% | -4.4% | -8.8% | -11.3% |
| 6M | -10.2% | +1.2% | -11.4% | -11.9% |
| YTD | -4.9% | +26.0% | -31.0% | -19.9% |
| 1Y | -6.1% | +27.4% | -33.5% | -21.5% |
| 3Y | +46.0% | +67.5% | -21.6% | -3.6% |
| All | -17.2% | +44.4% | -61.6% | -39.6% |
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