+2,443.5%
O vs TDY
+7,056.0%
-4,612.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -2.9% | -1.1% | -1.7% | -2.6% |
| 30D | -4.5% | -12.0% | +7.5% | -1.4% |
| 3M | -2.6% | -3.2% | +0.6% | -2.1% |
| 6M | -5.6% | -7.9% | +2.2% | -4.1% |
| YTD | +9.3% | +18.2% | -9.0% | +3.7% |
| 1Y | +4.3% | +6.7% | -2.4% | +1.6% |
| 3Y | +27.4% | +47.5% | -20.1% | +12.6% |
| 5Y | +17.1% | +39.5% | -22.5% | +3.9% |
| 10Y | +53.7% | +477.2% | -423.4% | -2.5% |
| All | +2,443.5% | +7,056.0% | -4,612.5% | +1,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling