+24,848.1%
FIX vs TDY
+7,137.3%
+17,710.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | +6.0% | -1.8% | +7.9% | +6.8% |
| 30D | -7.2% | -10.7% | +3.4% | -3.1% |
| 3M | -15.9% | -1.3% | -14.6% | -15.1% |
| 6M | +12.7% | -10.6% | +23.3% | +18.6% |
| YTD | +72.8% | +19.6% | +53.2% | +62.6% |
| 1Y | +122.9% | +11.6% | +111.3% | +115.4% |
| 3Y | +774.3% | +45.2% | +729.1% | +671.3% |
| 5Y | +2,049.5% | +36.1% | +2,013.4% | +1,836.3% |
| 10Y | +5,821.5% | +458.8% | +5,362.6% | +3,207.9% |
| All | +24,848.1% | +7,137.3% | +17,710.7% | +7,162.5% |
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