-39.8%
NOW vs TDY
+24.0%
-63.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.5% |
| 7D | +0.3% | +4.1% | -3.8% | +1.1% |
| 30D | -27.0% | +5.7% | -32.7% | -26.0% |
| 3M | -19.6% | -4.4% | -15.2% | -20.9% |
| 6M | +17.5% | +1.2% | +16.2% | +17.6% |
| YTD | -33.3% | +26.0% | -59.3% | -34.7% |
| 1Y | -39.8% | +27.4% | -67.2% | -41.3% |
| All | -39.8% | +24.0% | -63.9% | -41.3% |
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