+132.8%
M vs TDY
+7,529.4%
-7,396.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +7.0% | +4.1% | +3.0% | +5.6% |
| 30D | +8.9% | +5.7% | +3.2% | +6.5% |
| 3M | +4.5% | -4.4% | +8.9% | +5.9% |
| 6M | +36.2% | +1.2% | +35.0% | +34.9% |
| YTD | +15.1% | +26.0% | -10.9% | +4.8% |
| 1Y | +27.4% | +27.4% | +0.1% | +15.6% |
| 3Y | +160.1% | +67.5% | +92.6% | +113.8% |
| 5Y | -1.6% | +44.9% | -46.4% | -14.3% |
| 10Y | -7.7% | +440.9% | -448.6% | -45.5% |
| All | +132.8% | +7,529.4% | -7,396.6% | -5.2% |
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