+208.0%
RF vs TDY
+7,574.9%
-7,366.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +0.4% | +9.4% | -9.1% | -3.2% |
| 30D | +5.6% | +5.9% | -0.4% | +2.9% |
| 3M | -8.9% | -5.7% | -3.2% | -7.1% |
| 6M | +7.1% | +2.4% | +4.7% | +5.3% |
| YTD | +8.3% | +26.8% | -18.5% | -2.3% |
| 1Y | +16.8% | +24.7% | -7.8% | +6.0% |
| 3Y | +115.0% | +69.2% | +45.8% | +72.6% |
| 5Y | +46.4% | +45.7% | +0.7% | +23.9% |
| 10Y | +230.2% | +444.2% | -214.0% | +82.6% |
| All | +208.0% | +7,574.9% | -7,366.9% | +14.8% |
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