-4.0%
M vs TDY
+479.2%
-483.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +6.9% |
| 7D | -4.2% | -1.1% | -3.1% | -3.4% |
| 30D | -7.2% | -12.0% | +4.9% | +1.2% |
| 3M | -11.1% | -3.2% | -8.0% | -9.6% |
| 6M | +28.8% | -7.9% | +36.7% | +34.9% |
| YTD | +2.0% | +18.2% | -16.2% | -11.2% |
| 1Y | +31.3% | +6.7% | +24.6% | +22.4% |
| 3Y | +119.1% | +47.5% | +71.5% | +60.1% |
| 5Y | +29.7% | +39.5% | -9.8% | -1.6% |
| All | -4.0% | +479.2% | -483.3% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling