+39.2%
S vs TDY
+22.9%
+16.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.3% |
| 7D | -8.2% | -5.0% | -3.2% | -7.5% |
| 30D | -7.6% | +2.0% | -9.6% | -7.9% |
| 3M | +12.0% | -7.7% | +19.7% | +12.6% |
| 6M | +50.6% | -0.9% | +51.5% | +50.3% |
| YTD | +56.6% | +23.7% | +32.9% | +45.1% |
| 1Y | +39.2% | +23.6% | +15.6% | +28.2% |
| All | +39.2% | +22.9% | +16.3% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling