+67.9%
NI vs TDY
+46.9%
+21.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | 0.0% | -1.1% | +1.2% | +0.3% |
| 30D | -1.4% | -12.0% | +10.7% | +1.6% |
| 3M | -10.6% | -3.2% | -7.4% | -10.1% |
| 6M | -9.3% | -7.9% | -1.4% | -7.8% |
| YTD | +1.1% | +18.2% | -17.1% | -4.7% |
| 1Y | +3.4% | +6.7% | -3.3% | +0.4% |
| 3Y | +67.9% | +47.5% | +20.3% | +46.7% |
| All | +67.9% | +46.9% | +21.0% | +46.7% |
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