+485.4%
P vs TDY
+593.4%
-108.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +6.5% | -1.8% | +8.4% | +7.9% |
| 30D | +18.8% | -10.7% | +29.5% | +28.4% |
| 3M | +26.7% | -1.3% | +28.0% | +28.7% |
| 6M | +62.2% | -10.6% | +72.7% | +74.8% |
| YTD | +48.5% | +19.6% | +28.9% | +30.8% |
| 1Y | +26.4% | +11.6% | +14.8% | +16.0% |
| 3Y | +159.4% | +45.2% | +114.2% | +98.0% |
| 5Y | +275.8% | +36.1% | +239.7% | +196.8% |
| 10Y | +732.0% | +458.8% | +273.2% | +167.9% |
| All | +485.4% | +593.4% | -108.0% | +59.4% |
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