+86.2%
PR vs TDY
+455.3%
-369.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | -0.8% | -1.8% | +1.0% | +0.4% |
| 30D | +11.3% | -13.8% | +25.0% | +23.2% |
| 3M | +24.1% | -3.9% | +28.0% | +25.9% |
| 6M | +25.4% | -9.0% | +34.4% | +30.6% |
| YTD | +71.2% | +16.5% | +54.7% | +46.8% |
| 1Y | +78.6% | +9.3% | +69.4% | +59.2% |
| 3Y | +85.2% | +45.1% | +40.1% | +29.2% |
| 5Y | +419.0% | +35.0% | +384.0% | +280.3% |
| 10Y | +86.2% | +469.0% | -382.8% | -5.1% |
| All | +86.2% | +455.3% | -369.1% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling