+23.9%
IR vs TDY
+68.3%
-44.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +2.5% | +4.1% | -1.5% | 0.0% |
| 30D | +9.2% | +5.7% | +3.4% | +5.1% |
| 3M | +0.9% | -4.4% | +5.4% | +3.6% |
| 6M | +19.2% | +1.2% | +18.0% | +17.7% |
| YTD | +7.5% | +26.0% | -18.6% | -6.8% |
| 1Y | +11.7% | +27.4% | -15.6% | -3.6% |
| 3Y | +23.9% | +67.5% | -43.6% | -6.2% |
| All | +23.9% | +68.3% | -44.4% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling