+119.5%
RF vs TDY
+68.3%
+51.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +1.9% | +4.1% | -2.1% | +0.1% |
| 30D | +7.3% | +5.7% | +1.6% | +4.2% |
| 3M | -7.9% | -4.4% | -3.5% | -6.3% |
| 6M | +10.5% | +1.2% | +9.3% | +8.9% |
| YTD | +9.6% | +26.0% | -16.4% | -5.2% |
| 1Y | +20.3% | +27.4% | -7.1% | +3.3% |
| 3Y | +119.5% | +67.5% | +52.0% | +41.4% |
| All | +119.5% | +68.3% | +51.2% | +41.4% |
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