+1,322.2%
GEN vs TDY
+7,071.3%
-5,749.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +2.6% | -12.5% | +15.1% | +6.5% |
| 3M | +15.8% | -1.2% | +17.0% | +15.8% |
| 6M | +33.1% | -6.6% | +39.7% | +34.8% |
| YTD | +11.3% | +18.5% | -7.2% | +4.9% |
| 1Y | +1.7% | +10.8% | -9.1% | -2.4% |
| 3Y | +58.1% | +47.5% | +10.6% | +39.2% |
| 5Y | +20.6% | +35.8% | -15.2% | +7.8% |
| 10Y | +149.0% | +459.0% | -310.0% | +43.1% |
| All | +1,322.2% | +7,071.3% | -5,749.1% | +418.0% |
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 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