+195.8%
ON vs TDY
+3,206.8%
-3,011.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.8% |
| 7D | -1.9% | -1.8% | 0.0% | -0.9% |
| 30D | -11.0% | -13.8% | +2.7% | -3.5% |
| 3M | -39.3% | -3.9% | -35.5% | -37.7% |
| 6M | +19.8% | -9.0% | +28.8% | +27.4% |
| YTD | +31.1% | +16.5% | +14.5% | +21.4% |
| 1Y | +46.0% | +9.3% | +36.7% | +40.1% |
| 3Y | -27.5% | +45.1% | -72.6% | -40.1% |
| 5Y | +56.9% | +35.0% | +21.9% | +37.0% |
| 10Y | +591.8% | +469.0% | +122.8% | +218.1% |
| All | +195.8% | +3,206.8% | -3,011.1% | -30.6% |
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