+2,281.8%
NDAQ vs TDY
+2,940.6%
-658.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | +0.5% | -12.5% | +12.9% | +6.2% |
| 3M | +9.9% | -1.2% | +11.1% | +9.9% |
| 6M | +8.2% | -6.6% | +14.8% | +10.3% |
| YTD | -1.5% | +18.5% | -20.0% | -10.0% |
| 1Y | +1.3% | +10.8% | -9.4% | -4.9% |
| 3Y | +92.6% | +47.5% | +45.1% | +58.0% |
| 5Y | +53.8% | +35.8% | +18.0% | +28.9% |
| 10Y | +376.0% | +459.0% | -83.0% | +100.8% |
| All | +2,281.8% | +2,940.6% | -658.8% | +501.0% |
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