+514.0%
NOW vs TDY
+434.3%
+79.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +0.3% | +4.1% | -3.8% | -1.6% |
| 30D | -27.0% | +5.7% | -32.7% | -29.2% |
| 3M | -19.6% | -4.4% | -15.2% | -18.6% |
| 6M | +17.5% | +1.2% | +16.2% | +14.7% |
| YTD | -33.3% | +26.0% | -59.3% | -42.8% |
| 1Y | -39.8% | +27.4% | -67.2% | -48.7% |
| 3Y | -19.9% | +67.5% | -87.4% | -41.9% |
| 5Y | -26.1% | +44.9% | -70.9% | -42.0% |
| All | +514.0% | +434.3% | +79.7% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling