+1.2%
NOW vs TDY
+34.0%
-32.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | -4.1% | -1.8% | -2.3% | -3.2% |
| 30D | +2.9% | -13.8% | +16.6% | +10.5% |
| 3M | +22.6% | -3.9% | +26.4% | +23.5% |
| 6M | +7.5% | -9.0% | +16.5% | +11.0% |
| YTD | -14.4% | +16.5% | -31.0% | -26.2% |
| 1Y | -29.8% | +9.3% | -39.1% | -37.0% |
| 3Y | +9.2% | +45.1% | -35.9% | -22.2% |
| All | +1.2% | +34.0% | -32.8% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling