+2,082.9%
LOW vs TDY
+6,969.6%
-4,886.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.6% | -1.9% | -0.8% | -2.1% |
| 30D | -11.1% | -12.5% | +1.4% | -7.7% |
| 3M | -8.5% | -0.8% | -7.7% | -8.5% |
| 6M | -20.8% | -9.0% | -11.9% | -18.9% |
| YTD | -17.2% | +16.8% | -34.0% | -21.1% |
| 1Y | -24.7% | +9.5% | -34.2% | -27.1% |
| 3Y | -9.7% | +45.4% | -55.2% | -20.0% |
| 5Y | +6.0% | +37.8% | -31.8% | -4.9% |
| 10Y | +230.5% | +470.2% | -239.8% | +105.2% |
| All | +2,082.9% | +6,969.6% | -4,886.7% | +765.1% |
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