-48.8%
IT vs TDY
+46.9%
-95.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.0% | +5.0% |
| 7D | -3.7% | -1.1% | -2.5% | -3.4% |
| 30D | +0.1% | -12.0% | +12.1% | +3.1% |
| 3M | +20.7% | -3.2% | +23.9% | +21.0% |
| 6M | +12.0% | -7.9% | +19.8% | +13.7% |
| YTD | -28.8% | +18.2% | -47.0% | -36.1% |
| 1Y | -25.5% | +6.7% | -32.2% | -29.8% |
| 3Y | -48.8% | +47.5% | -96.3% | -60.5% |
| All | -48.8% | +46.9% | -95.6% | -60.5% |
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