+32.6%
NET vs TDY
+42.3%
-9.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | +1.8% |
| 7D | -16.4% | -5.0% | -11.3% | -12.2% |
| 30D | -25.8% | +2.0% | -27.8% | -27.3% |
| 3M | -11.5% | -7.7% | -3.8% | -5.1% |
| 6M | +18.9% | -0.9% | +19.8% | +18.5% |
| YTD | +35.2% | +23.7% | +11.5% | +3.0% |
| 1Y | +14.5% | +23.6% | -9.2% | -12.9% |
| 3Y | +313.8% | +66.6% | +247.3% | +109.5% |
| 5Y | +32.6% | +41.2% | -8.6% | -17.3% |
| All | +32.6% | +42.3% | -9.7% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling