+36.6%
F vs TDY
+7,137.3%
-7,100.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.3% | -1.8% | +7.1% | +5.9% |
| 30D | +4.6% | -10.7% | +15.3% | +8.3% |
| 3M | -3.7% | -1.3% | -2.4% | -3.4% |
| 6M | +16.8% | -10.6% | +27.4% | +20.7% |
| YTD | +15.3% | +19.6% | -4.3% | +8.7% |
| 1Y | +31.0% | +11.6% | +19.4% | +26.0% |
| 3Y | +45.4% | +45.2% | +0.2% | +28.3% |
| 5Y | +54.7% | +36.1% | +18.6% | +39.7% |
| 10Y | +98.2% | +458.8% | -360.6% | +22.3% |
| All | +36.6% | +7,137.3% | -7,100.7% | -45.2% |
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