+111.9%
FIX vs TDY
+9.8%
+102.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | +0.7% | -1.9% | +2.5% | +2.5% |
| 30D | -5.7% | -12.5% | +6.8% | +7.0% |
| 3M | -7.4% | -0.8% | -6.6% | -5.8% |
| 6M | +15.1% | -9.0% | +24.1% | +25.0% |
| YTD | +70.7% | +16.8% | +53.9% | +60.5% |
| 1Y | +111.9% | +9.5% | +102.5% | +107.3% |
| All | +111.9% | +9.8% | +102.1% | +107.3% |
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