+112.5%
NET vs TDY
+37.2%
+75.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.4% |
| 7D | -7.0% | -1.8% | -5.2% | -5.4% |
| 30D | -4.8% | -10.7% | +5.9% | +5.6% |
| 3M | +3.8% | -1.3% | +5.1% | +4.3% |
| 6M | +50.0% | -10.6% | +60.6% | +64.6% |
| YTD | +41.5% | +19.6% | +21.9% | +12.2% |
| 1Y | +32.8% | +11.6% | +21.2% | +12.6% |
| 3Y | +335.9% | +45.2% | +290.7% | +167.0% |
| All | +112.5% | +37.2% | +75.3% | +39.1% |
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