-21.3%
IT vs TDY
+11.8%
-33.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.6% |
| 7D | -6.0% | -1.8% | -4.2% | -6.2% |
| 30D | 0.0% | -10.7% | +10.7% | -1.1% |
| 3M | +13.1% | -1.3% | +14.4% | +13.0% |
| 6M | +11.7% | -10.6% | +22.3% | +13.5% |
| YTD | -26.1% | +19.6% | -45.7% | -33.3% |
| 1Y | -21.3% | +11.6% | -32.9% | -25.3% |
| All | -21.3% | +11.8% | -33.0% | -25.3% |
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