+21.1%
PL vs TDY
+38.0%
-16.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.8% | +5.8% |
| 7D | -6.8% | -6.0% | -0.8% | -0.3% |
| 30D | -29.3% | +2.4% | -31.7% | -30.4% |
| 3M | -44.8% | -10.0% | -34.7% | -38.3% |
| 6M | -68.4% | -4.0% | -64.4% | -66.4% |
| YTD | -36.4% | +21.1% | -57.5% | -46.1% |
| 1Y | +0.7% | +22.1% | -21.4% | -14.7% |
| 3Y | +455.3% | +64.0% | +391.3% | +262.8% |
| All | +21.1% | +38.0% | -16.8% | -9.9% |
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 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