+12.9%
MSCI vs TDY
+2.6%
+10.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.6% |
| 7D | -0.7% | +9.4% | -10.1% | +1.1% |
| 30D | +16.2% | +5.9% | +10.2% | +17.5% |
| 3M | +16.1% | -5.7% | +21.8% | +12.8% |
| 6M | +12.9% | +2.4% | +10.5% | +14.3% |
| All | +12.9% | +2.6% | +10.3% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling