+327.1%
NET vs TDY
+44.8%
+282.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.2% |
| 7D | -7.0% | -1.8% | -5.2% | -5.9% |
| 30D | -4.8% | -10.7% | +5.9% | +2.0% |
| 3M | +3.8% | -1.3% | +5.1% | +4.3% |
| 6M | +50.0% | -10.6% | +60.6% | +59.7% |
| YTD | +41.5% | +19.6% | +21.9% | +20.7% |
| 1Y | +32.8% | +11.6% | +21.2% | +19.2% |
| All | +327.1% | +44.8% | +282.2% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling