+29.7%
Q vs TDY
+11.5%
+18.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +4.1% | -1.9% | +6.0% | +6.2% |
| 30D | -10.7% | -12.5% | +1.8% | +3.4% |
| 3M | -11.7% | -0.8% | -10.9% | -10.8% |
| 6M | +8.3% | -9.0% | +17.3% | +19.8% |
| YTD | +51.3% | +16.8% | +34.5% | +31.3% |
| All | +29.7% | +11.5% | +18.2% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling