+24.5%
Q vs TDY
+20.3%
+4.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.9% |
| 7D | +1.2% | +4.1% | -2.9% | -3.0% |
| 30D | -2.7% | +5.7% | -8.4% | -8.4% |
| 3M | -16.9% | -4.4% | -12.5% | -12.6% |
| 6M | -26.9% | +1.2% | -28.1% | -27.6% |
| YTD | +45.2% | +26.0% | +19.2% | +16.0% |
| 1Y | +38.1% | +27.4% | +10.8% | +7.9% |
| All | +24.5% | +20.3% | +4.2% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling