+228.6%
RF vs TDY
+7,137.3%
-6,908.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +1.3% | -1.8% | +3.1% | +2.0% |
| 30D | -3.6% | -10.7% | +7.1% | +0.7% |
| 3M | +8.1% | -1.3% | +9.4% | +8.3% |
| 6M | +11.5% | -10.6% | +22.0% | +15.8% |
| YTD | +15.6% | +19.6% | -4.0% | +6.9% |
| 1Y | +15.7% | +11.6% | +4.0% | +9.7% |
| 3Y | +86.9% | +45.2% | +41.7% | +59.7% |
| 5Y | +89.8% | +36.1% | +53.8% | +65.4% |
| 10Y | +344.7% | +458.8% | -114.2% | +145.8% |
| All | +228.6% | +7,137.3% | -6,908.7% | +25.7% |
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