+1,049.0%
FIX vs TDY
+47.5%
+1,001.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -13.9% | -2.6% | -11.3% | -11.1% |
| 30D | -35.5% | +5.3% | -40.8% | -37.4% |
| 3M | -33.9% | -6.4% | -27.5% | -29.4% |
| 6M | -43.3% | +4.0% | -47.3% | -44.1% |
| YTD | +18.7% | +26.5% | -7.8% | +1.3% |
| 1Y | +13.8% | +24.2% | -10.5% | -1.3% |
| 3Y | +495.0% | +68.8% | +426.2% | +317.3% |
| 5Y | +1,049.0% | +45.9% | +1,003.2% | +760.6% |
| All | +1,049.0% | +47.5% | +1,001.5% | +760.6% |
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