+1,525.4%
NI vs TDY
+6,969.6%
-5,444.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.6% | -1.9% | +1.3% | -0.2% |
| 30D | -1.4% | -12.5% | +11.1% | +1.1% |
| 3M | -10.6% | -0.8% | -9.8% | -10.6% |
| 6M | -9.9% | -9.0% | -0.9% | -8.6% |
| YTD | +1.2% | +16.8% | -15.6% | -2.3% |
| 1Y | +4.4% | +9.5% | -5.0% | +2.0% |
| 3Y | +68.6% | +45.4% | +23.2% | +55.2% |
| 5Y | +98.0% | +37.8% | +60.2% | +82.8% |
| 10Y | +143.6% | +470.2% | -326.6% | +72.7% |
| All | +1,525.4% | +6,969.6% | -5,444.2% | +728.5% |
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