+169.5%
PR vs TDY
+576.8%
-407.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +2.9% | -1.8% | +4.7% | +4.2% |
| 30D | +18.0% | -10.7% | +28.7% | +27.2% |
| 3M | +16.9% | -1.3% | +18.1% | +16.4% |
| 6M | +28.2% | -10.6% | +38.8% | +35.1% |
| YTD | +69.3% | +19.6% | +49.8% | +43.3% |
| 1Y | +69.5% | +11.6% | +57.9% | +49.5% |
| 3Y | +81.7% | +45.2% | +36.5% | +28.5% |
| 5Y | +422.2% | +36.1% | +386.2% | +285.5% |
| 10Y | +110.4% | +458.8% | -348.5% | +13.4% |
| All | +169.5% | +576.8% | -407.4% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling