+33.0%
Q vs TDY
+12.9%
+20.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.2% |
| 7D | +4.9% | -1.1% | +6.0% | +6.1% |
| 30D | -11.0% | -12.0% | +1.1% | +2.5% |
| 3M | -15.2% | -3.2% | -12.0% | -12.0% |
| 6M | +8.8% | -7.9% | +16.7% | +18.8% |
| YTD | +55.1% | +18.2% | +36.9% | +32.8% |
| All | +33.0% | +12.9% | +20.1% | +14.9% |
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 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