+14.4%
FIX vs TDY
+22.9%
-8.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.8% | -10.3% | -9.7% |
| 7D | -18.9% | -5.0% | -13.9% | -13.4% |
| 30D | -36.3% | +2.0% | -38.3% | -36.7% |
| 3M | -38.5% | -7.7% | -30.8% | -32.3% |
| 6M | -42.3% | -0.9% | -41.4% | -40.7% |
| YTD | +17.1% | +23.7% | -6.6% | -1.0% |
| 1Y | +14.4% | +23.6% | -9.2% | -3.3% |
| All | +14.4% | +22.9% | -8.5% | -3.3% |
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 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