+2,166.4%
FIX vs TDY
+33.5%
+2,133.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.7% |
| 7D | +3.5% | -1.8% | +5.4% | +5.0% |
| 30D | -3.5% | -13.8% | +10.3% | +8.5% |
| 3M | -11.8% | -3.9% | -7.9% | -8.4% |
| 6M | +17.8% | -9.0% | +26.8% | +27.7% |
| YTD | +73.3% | +16.5% | +56.8% | +56.5% |
| 1Y | +128.1% | +9.3% | +118.8% | +115.8% |
| 3Y | +772.7% | +45.1% | +727.6% | +582.1% |
| 5Y | +2,166.4% | +35.0% | +2,131.5% | +1,665.0% |
| All | +2,166.4% | +33.5% | +2,133.0% | +1,665.0% |
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