+17.5%
P vs TDY
+22.9%
-5.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.8% | -0.2% | -1.7% |
| 7D | -19.4% | -5.0% | -14.3% | -16.3% |
| 30D | -22.3% | +2.0% | -24.3% | -23.0% |
| 3M | +33.2% | -7.7% | +40.9% | +40.2% |
| 6M | +53.6% | -0.9% | +54.5% | +54.8% |
| YTD | +66.8% | +23.7% | +43.0% | +55.2% |
| 1Y | +17.5% | +23.6% | -6.1% | +8.7% |
| All | +17.5% | +22.9% | -5.4% | +8.7% |
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