+82.1%
PL vs TDY
+37.9%
+44.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.7% |
| 7D | -9.3% | -1.8% | -7.5% | -7.7% |
| 30D | -18.9% | -10.7% | -8.2% | -9.6% |
| 3M | -58.4% | -1.3% | -57.1% | -57.3% |
| 6M | -30.3% | -10.6% | -19.7% | -21.6% |
| YTD | -8.1% | +19.6% | -27.7% | -21.5% |
| 1Y | +180.5% | +11.6% | +168.9% | +156.8% |
| 3Y | +444.1% | +45.2% | +398.9% | +297.0% |
| All | +82.1% | +37.9% | +44.2% | +36.1% |
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