+780.0%
NOW vs TDY
+472.2%
+307.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.9% | -1.9% | -8.0% | -9.1% |
| 30D | +2.8% | -12.5% | +15.3% | +9.1% |
| 3M | +23.7% | -0.8% | +24.5% | +22.9% |
| 6M | +12.5% | -9.0% | +21.5% | +15.8% |
| YTD | -14.4% | +16.8% | -31.2% | -23.4% |
| 1Y | -29.0% | +9.5% | -38.4% | -34.5% |
| 3Y | +9.3% | +45.4% | -36.1% | -14.2% |
| 5Y | +1.2% | +37.8% | -36.6% | -18.1% |
| All | +780.0% | +472.2% | +307.7% | +279.4% |
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