+1,381.0%
NET vs TDY
+101.8%
+1,279.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | 0.0% |
| 7D | -16.4% | -5.0% | -11.3% | -13.9% |
| 30D | -25.8% | +2.0% | -27.8% | -26.6% |
| 3M | -11.5% | -7.7% | -3.8% | -7.8% |
| 6M | +18.9% | -0.9% | +19.8% | +19.1% |
| YTD | +35.2% | +23.7% | +11.5% | +17.8% |
| 1Y | +14.5% | +23.6% | -9.2% | -0.3% |
| 3Y | +313.8% | +66.6% | +247.3% | +206.3% |
| 5Y | +32.6% | +41.2% | -8.6% | +7.0% |
| All | +1,381.0% | +101.8% | +1,279.2% | +1,031.8% |
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