+535.2%
P vs TDY
+630.9%
-95.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | +11.6% | +4.1% | +7.6% | +8.7% |
| 30D | -23.7% | +5.7% | -29.4% | -25.9% |
| 3M | -8.0% | -4.4% | -3.5% | -4.2% |
| 6M | +27.9% | +1.2% | +26.7% | +27.8% |
| YTD | +61.2% | +26.0% | +35.1% | +38.0% |
| 1Y | +28.6% | +27.4% | +1.3% | +8.9% |
| 3Y | +200.5% | +67.5% | +133.0% | +109.9% |
| 5Y | +282.9% | +44.9% | +238.1% | +192.6% |
| 10Y | +665.9% | +440.9% | +224.9% | +151.3% |
| All | +535.2% | +630.9% | -95.7% | +68.2% |
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 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