+338.5%
RF vs TDY
+455.3%
-116.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.5% |
| 7D | -0.1% | -1.8% | +1.7% | +1.2% |
| 30D | -4.0% | -13.8% | +9.7% | +6.3% |
| 3M | +5.6% | -3.9% | +9.5% | +7.8% |
| 6M | +13.1% | -9.0% | +22.1% | +19.3% |
| YTD | +13.6% | +16.5% | -3.0% | -0.6% |
| 1Y | +16.0% | +9.3% | +6.7% | +5.8% |
| 3Y | +90.2% | +45.1% | +45.1% | +38.6% |
| 5Y | +87.0% | +35.0% | +52.0% | +40.0% |
| 10Y | +338.5% | +469.0% | -130.5% | +25.9% |
| All | +338.5% | +455.3% | -116.8% | +25.9% |
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