+433.8%
MAR vs TDY
+479.2%
-45.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | -0.5% | -1.1% | +0.6% | +0.1% |
| 30D | -5.4% | -12.0% | +6.6% | +1.6% |
| 3M | -15.5% | -3.2% | -12.3% | -14.5% |
| 6M | +3.0% | -7.9% | +10.8% | +6.7% |
| YTD | +8.5% | +18.2% | -9.7% | -3.5% |
| 1Y | +26.0% | +6.7% | +19.3% | +18.5% |
| 3Y | +68.6% | +47.5% | +21.1% | +28.3% |
| 5Y | +157.4% | +39.5% | +117.9% | +99.9% |
| All | +433.8% | +479.2% | -45.4% | +140.1% |
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