-9.9%
IR vs TDY
+10.5%
-20.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.1% |
| 7D | -4.5% | -1.1% | -3.4% | -3.7% |
| 30D | -13.9% | -12.0% | -1.9% | -5.9% |
| 3M | -0.3% | -3.2% | +2.9% | +1.7% |
| 6M | -14.3% | -7.9% | -6.5% | -9.8% |
| YTD | -7.9% | +18.2% | -26.1% | -16.9% |
| 1Y | -9.9% | +6.7% | -16.6% | -14.2% |
| All | -9.9% | +10.5% | -20.4% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling