+1,299.5%
IT vs TDY
+6,954.6%
-5,655.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -9.1% | -1.8% | -7.3% | -8.6% |
| 30D | -12.2% | -13.8% | +1.6% | -8.1% |
| 3M | +7.8% | -3.9% | +11.7% | +8.5% |
| 6M | +2.0% | -9.0% | +11.0% | +3.9% |
| YTD | -32.7% | +16.5% | -49.3% | -37.1% |
| 1Y | -31.1% | +9.3% | -40.4% | -34.3% |
| 3Y | -52.1% | +45.1% | -97.2% | -58.5% |
| 5Y | -46.3% | +35.0% | -81.3% | -52.4% |
| 10Y | +91.4% | +469.0% | -377.6% | +9.2% |
| All | +1,299.5% | +6,954.6% | -5,655.1% | +447.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling