+109.8%
M vs TDY
+7,071.3%
-6,961.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -11.6% | -12.5% | +0.9% | -7.3% |
| 3M | +1.6% | -1.2% | +2.8% | +1.8% |
| 6M | +25.2% | -6.6% | +31.8% | +27.9% |
| YTD | +3.8% | +18.5% | -14.7% | -3.1% |
| 1Y | +36.3% | +10.8% | +25.6% | +30.3% |
| 3Y | +116.3% | +47.5% | +68.8% | +86.4% |
| 5Y | +28.2% | +35.8% | -7.6% | +14.5% |
| 10Y | -3.4% | +459.0% | -462.4% | -43.2% |
| All | +109.8% | +7,071.3% | -6,961.5% | -12.4% |
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