-97.7%
IRE vs TDY
+22.9%
-120.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -4.8% | -18.5% | -11.1% |
| 7D | -46.8% | -5.0% | -41.8% | -37.9% |
| 30D | -75.5% | +2.0% | -77.5% | -75.7% |
| 3M | -79.4% | -7.7% | -71.7% | -73.9% |
| 6M | -91.3% | -0.9% | -90.4% | -90.4% |
| YTD | -90.8% | +23.7% | -114.6% | -94.3% |
| 1Y | -97.7% | +23.6% | -121.4% | -98.6% |
| All | -97.7% | +22.9% | -120.6% | -98.6% |
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