-38.7%
NOW vs TDY
+22.9%
-61.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | -1.7% |
| 7D | -27.5% | -5.0% | -22.5% | -28.4% |
| 30D | -20.0% | +2.0% | -22.0% | -19.7% |
| 3M | -7.9% | -7.7% | -0.2% | -9.9% |
| 6M | +18.3% | -0.9% | +19.2% | +18.0% |
| YTD | -29.0% | +23.7% | -52.7% | -31.8% |
| 1Y | -38.7% | +23.6% | -62.3% | -41.1% |
| All | -38.7% | +22.9% | -61.6% | -41.1% |
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