+363.0%
NDAQ vs TDY
+479.2%
-116.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -5.6% | -1.1% | -4.4% | -5.2% |
| 30D | -4.4% | -12.0% | +7.7% | +0.3% |
| 3M | +5.9% | -3.2% | +9.1% | +6.7% |
| 6M | +7.7% | -7.9% | +15.6% | +10.2% |
| YTD | -5.2% | +18.2% | -23.4% | -12.8% |
| 1Y | -3.4% | +6.7% | -10.0% | -7.5% |
| 3Y | +85.6% | +47.5% | +38.1% | +54.7% |
| 5Y | +49.5% | +39.5% | +10.0% | +25.6% |
| All | +363.0% | +479.2% | -116.2% | +150.7% |
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