-21.4%
NOW vs TDY
+11.8%
-33.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -2.9% |
| 7D | -2.4% | -1.8% | -0.6% | -2.8% |
| 30D | +20.5% | -10.7% | +31.2% | +18.0% |
| 3M | +18.3% | -1.3% | +19.6% | +17.8% |
| 6M | +24.1% | -10.6% | +34.6% | +22.5% |
| YTD | -7.8% | +19.6% | -27.4% | -12.4% |
| 1Y | -21.4% | +11.6% | -33.0% | -23.8% |
| All | -21.4% | +11.8% | -33.2% | -23.8% |
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