+16.0%
P vs TDY
+9.8%
+6.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | -4.1% | -1.9% | -2.3% | -3.0% |
| 30D | -14.0% | -12.5% | -1.5% | -6.9% |
| 3M | +41.4% | -0.8% | +42.2% | +44.0% |
| 6M | +54.2% | -9.0% | +63.1% | +61.6% |
| YTD | +40.4% | +16.8% | +23.6% | +36.6% |
| 1Y | +16.0% | +9.5% | +6.5% | +17.2% |
| All | +16.0% | +9.8% | +6.1% | +17.2% |
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 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