+34.3%
IR vs TDY
+34.3%
0.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.1% | -1.9% | -1.2% | -1.8% |
| 30D | -14.0% | -12.5% | -1.5% | -6.2% |
| 3M | +3.7% | -0.8% | +4.5% | +4.2% |
| 6M | -15.4% | -9.0% | -6.4% | -10.2% |
| YTD | -7.7% | +16.8% | -24.5% | -16.5% |
| 1Y | -8.8% | +9.5% | -18.3% | -14.4% |
| 3Y | +5.6% | +45.4% | -39.8% | -17.7% |
| 5Y | +34.3% | +37.8% | -3.5% | +3.4% |
| All | +34.3% | +34.3% | 0.0% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling