+6.6%
PL vs TDY
+25.1%
-18.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.3% |
| 7D | +5.6% | -2.6% | +8.3% | +9.6% |
| 30D | -16.9% | +5.3% | -22.2% | -21.3% |
| 3M | -38.2% | -6.4% | -31.8% | -32.8% |
| 6M | -63.4% | +4.0% | -67.4% | -64.3% |
| YTD | -27.6% | +26.5% | -54.1% | -45.7% |
| 1Y | +6.6% | +24.2% | -17.6% | -16.5% |
| All | +6.6% | +25.1% | -18.5% | -16.5% |
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