+2,417.1%
MSCI vs TDY
+1,026.7%
+1,390.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +0.4% | -1.8% | +2.2% | +1.4% |
| 30D | +0.6% | -10.7% | +11.2% | +6.7% |
| 3M | -7.1% | -1.3% | -5.8% | -7.5% |
| 6M | +0.8% | -10.6% | +11.4% | +5.3% |
| YTD | +1.0% | +19.6% | -18.6% | -11.1% |
| 1Y | +4.3% | +11.6% | -7.3% | -4.9% |
| 3Y | +9.9% | +45.2% | -35.3% | -15.4% |
| 5Y | -6.8% | +36.1% | -42.8% | -25.5% |
| 10Y | +614.7% | +458.8% | +155.8% | +142.5% |
| All | +2,417.1% | +1,026.7% | +1,390.5% | +402.0% |
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