+87.0%
RF vs TDY
+33.5%
+53.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.9% |
| 30D | -4.0% | -13.8% | +9.7% | +4.0% |
| 3M | +5.6% | -3.9% | +9.5% | +7.4% |
| 6M | +13.1% | -9.0% | +22.1% | +18.1% |
| YTD | +13.6% | +16.5% | -3.0% | +1.9% |
| 1Y | +16.0% | +9.3% | +6.7% | +7.7% |
| 3Y | +90.2% | +45.1% | +45.1% | +48.2% |
| 5Y | +87.0% | +35.0% | +52.0% | +46.9% |
| All | +87.0% | +33.5% | +53.5% | +46.9% |
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 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