+550.0%
PL vs TDY
+47.5%
+502.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.7% |
| 7D | -7.5% | -0.9% | -6.6% | -6.7% |
| 30D | -25.6% | -12.5% | -13.1% | -14.1% |
| 3M | -45.6% | -1.2% | -44.4% | -44.6% |
| 6M | -29.5% | -6.6% | -23.0% | -23.3% |
| YTD | -9.7% | +18.5% | -28.2% | -23.6% |
| 1Y | +84.4% | +10.8% | +73.6% | +68.2% |
| 3Y | +550.0% | +47.5% | +502.5% | +322.9% |
| All | +550.0% | +47.5% | +502.5% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling