+238.0%
GM vs TDY
+1,406.8%
-1,168.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.3% |
| 7D | -2.4% | -1.1% | -1.3% | -1.7% |
| 30D | -1.1% | -12.0% | +10.9% | +7.0% |
| 3M | +6.1% | -3.2% | +9.3% | +7.8% |
| 6M | +15.0% | -7.9% | +22.8% | +20.0% |
| YTD | +6.0% | +18.2% | -12.2% | -6.0% |
| 1Y | +47.1% | +6.7% | +40.4% | +38.6% |
| 3Y | +170.5% | +47.5% | +122.9% | +102.0% |
| 5Y | +80.5% | +39.5% | +41.0% | +38.6% |
| 10Y | +238.7% | +477.2% | -238.5% | +6.0% |
| All | +238.0% | +1,406.8% | -1,168.8% | -40.0% |
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