+20.4%
M vs TDY
+34.3%
-13.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | -8.8% | -1.9% | -6.9% | -7.6% |
| 30D | -16.4% | -12.5% | -3.9% | -8.8% |
| 3M | -10.8% | -0.8% | -10.0% | -10.8% |
| 6M | +16.1% | -9.0% | +25.1% | +22.5% |
| YTD | -5.3% | +16.8% | -22.1% | -17.7% |
| 1Y | +24.9% | +9.5% | +15.4% | +13.3% |
| 3Y | +97.5% | +45.4% | +52.1% | +42.4% |
| 5Y | +20.4% | +37.8% | -17.4% | -10.8% |
| All | +20.4% | +34.3% | -13.9% | -10.8% |
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