+38.8%
M vs TDY
+11.8%
+27.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +4.7% | -1.8% | +6.5% | +5.4% |
| 30D | -9.6% | -10.7% | +1.0% | -6.3% |
| 3M | +0.9% | -1.3% | +2.1% | +0.9% |
| 6M | +22.3% | -10.6% | +32.8% | +25.3% |
| YTD | +6.5% | +19.6% | -13.0% | -4.4% |
| 1Y | +38.8% | +11.6% | +27.1% | +26.5% |
| All | +38.8% | +11.8% | +27.0% | +26.5% |
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 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