-20.9%
RMD vs TDY
+39.0%
-60.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -4.4% | -1.1% | -3.3% | -4.0% |
| 30D | -3.1% | -12.0% | +8.9% | +1.7% |
| 3M | +13.8% | -3.2% | +17.0% | +14.6% |
| 6M | -8.6% | -7.9% | -0.7% | -6.3% |
| YTD | -8.6% | +18.2% | -26.9% | -16.3% |
| 1Y | -19.7% | +6.7% | -26.3% | -23.2% |
| 3Y | +48.4% | +47.5% | +0.8% | +20.7% |
| All | -20.9% | +39.0% | -60.0% | -35.2% |
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