+268.9%
P vs TDY
+33.5%
+235.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.9% |
| 7D | +5.0% | -1.8% | +6.8% | +6.4% |
| 30D | -0.9% | -13.8% | +12.8% | +10.1% |
| 3M | +38.7% | -3.9% | +42.5% | +43.6% |
| 6M | +54.4% | -9.0% | +63.4% | +65.0% |
| YTD | +44.8% | +16.5% | +28.3% | +29.2% |
| 1Y | +22.5% | +9.3% | +13.3% | +13.8% |
| 3Y | +148.2% | +45.1% | +103.1% | +87.6% |
| 5Y | +268.9% | +35.0% | +233.9% | +188.2% |
| All | +268.9% | +33.5% | +235.4% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling