+2,762.0%
MSCI vs TDY
+1,094.8%
+1,667.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -0.7% | +9.4% | -10.1% | -5.5% |
| 30D | +16.2% | +5.9% | +10.2% | +11.9% |
| 3M | +16.1% | -5.7% | +21.8% | +18.9% |
| 6M | +12.9% | +2.4% | +10.5% | +9.3% |
| YTD | +14.8% | +26.8% | -12.0% | -2.7% |
| 1Y | +13.8% | +24.7% | -10.9% | -2.8% |
| 3Y | +31.2% | +69.2% | -37.9% | -7.9% |
| 5Y | +5.6% | +45.7% | -40.2% | -19.2% |
| 10Y | +806.4% | +444.2% | +362.2% | +211.5% |
| All | +2,762.0% | +1,094.8% | +1,667.2% | +449.5% |
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