+31.3%
M vs TDY
+10.5%
+20.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +7.3% |
| 7D | -4.2% | -1.1% | -3.1% | -3.8% |
| 30D | -7.2% | -12.0% | +4.9% | -3.3% |
| 3M | -11.1% | -3.2% | -8.0% | -10.4% |
| 6M | +28.8% | -7.9% | +36.7% | +31.0% |
| YTD | +2.0% | +18.2% | -16.2% | -8.0% |
| 1Y | +31.3% | +6.7% | +24.6% | +21.9% |
| All | +31.3% | +10.5% | +20.7% | +21.9% |
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 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