+29.7%
Q vs TDY
+13.1%
+16.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +3.3% |
| 7D | +6.7% | -0.9% | +7.6% | +7.7% |
| 30D | -10.6% | -12.5% | +1.9% | +3.5% |
| 3M | -14.6% | -1.2% | -13.4% | -13.3% |
| 6M | +12.1% | -6.6% | +18.6% | +20.7% |
| YTD | +51.3% | +18.5% | +32.8% | +29.3% |
| All | +29.7% | +13.1% | +16.6% | +11.9% |
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 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