+26.7%
Q vs TDY
+14.2%
+12.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | +0.2% | -1.8% | +2.1% | +2.3% |
| 30D | -11.1% | -10.7% | -0.4% | +0.7% |
| 3M | -22.1% | -1.3% | -20.8% | -20.7% |
| 6M | +0.5% | -10.6% | +11.0% | +12.7% |
| YTD | +47.8% | +19.6% | +28.2% | +25.1% |
| All | +26.7% | +14.2% | +12.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling