+2,649.4%
RL vs TDY
+7,071.3%
-4,421.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | -12.2% | -12.5% | +0.3% | -8.7% |
| 3M | -6.6% | -1.2% | -5.5% | -6.4% |
| 6M | +3.2% | -6.6% | +9.7% | +5.2% |
| YTD | -1.3% | +18.5% | -19.8% | -6.4% |
| 1Y | +13.6% | +10.8% | +2.8% | +9.8% |
| 3Y | +210.9% | +47.5% | +163.4% | +175.7% |
| 5Y | +246.9% | +35.8% | +211.1% | +215.0% |
| 10Y | +310.1% | +459.0% | -148.9% | +159.7% |
| All | +2,649.4% | +7,071.3% | -4,421.9% | +1,076.4% |
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 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