+26.4%
P vs TDY
+11.8%
+14.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +6.5% | -1.8% | +8.4% | +7.7% |
| 30D | +18.8% | -10.7% | +29.5% | +26.8% |
| 3M | +26.7% | -1.3% | +28.0% | +28.8% |
| 6M | +62.2% | -10.6% | +72.7% | +70.1% |
| YTD | +48.5% | +19.6% | +28.9% | +42.4% |
| 1Y | +26.4% | +11.6% | +14.8% | +26.9% |
| All | +26.4% | +11.8% | +14.6% | +26.9% |
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