+8.5%
NI vs TDY
+22.9%
-14.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.0% |
| 7D | +3.9% | -5.0% | +9.0% | +4.4% |
| 30D | +15.3% | +2.0% | +13.3% | +14.9% |
| 3M | +2.4% | -7.7% | +10.1% | +3.2% |
| 6M | -4.5% | -0.9% | -3.7% | -4.4% |
| YTD | +11.4% | +23.7% | -12.4% | +5.3% |
| 1Y | +8.5% | +23.6% | -15.2% | +2.8% |
| All | +8.5% | +22.9% | -14.4% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling