-69.0%
S vs TDY
+44.4%
-113.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +2.0% | +4.1% | -2.1% | -0.8% |
| 30D | -2.7% | +5.7% | -8.4% | -6.5% |
| 3M | -6.9% | -4.4% | -2.4% | -3.9% |
| 6M | +38.1% | +1.2% | +36.8% | +35.4% |
| YTD | +48.0% | +26.0% | +22.0% | +17.7% |
| 1Y | +34.5% | +27.4% | +7.1% | +5.6% |
| 3Y | +38.3% | +67.5% | -29.2% | -17.4% |
| All | -69.0% | +44.4% | -113.3% | -77.5% |
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