+17,150.2%
FIX vs TDY
+7,529.4%
+9,620.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +9.4% | +4.1% | +5.4% | +7.9% |
| 30D | -27.8% | +5.7% | -33.5% | -28.8% |
| 3M | -35.6% | -4.4% | -31.1% | -33.9% |
| 6M | -45.2% | +1.2% | -46.4% | -44.9% |
| YTD | +19.5% | +26.0% | -6.6% | +11.0% |
| 1Y | +24.2% | +27.4% | -3.1% | +15.1% |
| 3Y | +494.2% | +67.5% | +426.6% | +400.8% |
| 5Y | +1,036.1% | +44.9% | +991.3% | +908.1% |
| 10Y | +3,599.0% | +440.9% | +3,158.1% | +1,997.9% |
| All | +17,150.2% | +7,529.4% | +9,620.8% | +4,857.7% |
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