+46.0%
RF vs TDY
+46.7%
-0.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.3% | +3.0% | -4.4% | -3.1% |
| 30D | +4.6% | +6.1% | -1.5% | +0.9% |
| 3M | -8.4% | -4.5% | -4.0% | -6.6% |
| 6M | +8.9% | +2.9% | +5.9% | +5.9% |
| YTD | +8.8% | +27.5% | -18.7% | -7.6% |
| 1Y | +18.9% | +26.5% | -7.5% | +1.4% |
| 3Y | +116.0% | +70.1% | +45.9% | +51.9% |
| 5Y | +46.0% | +46.8% | -0.8% | +10.6% |
| All | +46.0% | +46.7% | -0.7% | +10.6% |
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