+5.2%
LOW vs TDY
+39.0%
-33.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -3.7% | -1.1% | -2.6% | -3.2% |
| 30D | -8.9% | -12.0% | +3.2% | -3.6% |
| 3M | -10.4% | -3.2% | -7.2% | -9.4% |
| 6M | -19.4% | -7.9% | -11.5% | -16.8% |
| YTD | -17.1% | +18.2% | -35.3% | -24.0% |
| 1Y | -26.3% | +6.7% | -32.9% | -29.3% |
| 3Y | -9.9% | +47.5% | -57.4% | -27.8% |
| All | +5.2% | +39.0% | -33.8% | -15.2% |
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