+611.5%
MSCI vs TDY
+472.2%
+139.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.7% | -1.9% | -2.8% | -3.8% |
| 30D | -2.2% | -12.5% | +10.3% | +4.7% |
| 3M | -9.7% | -0.8% | -8.9% | -10.3% |
| 6M | +0.3% | -9.0% | +9.2% | +3.7% |
| YTD | -3.5% | +16.8% | -20.3% | -14.0% |
| 1Y | -1.4% | +9.5% | -10.8% | -9.2% |
| 3Y | +6.6% | +45.4% | -38.8% | -18.4% |
| 5Y | -10.9% | +37.8% | -48.7% | -29.7% |
| All | +611.5% | +472.2% | +139.3% | +172.2% |
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 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