-68.9%
S vs TDY
+34.3%
-103.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.1% | -1.9% | +1.9% | +1.4% |
| 30D | -11.8% | -12.5% | +0.7% | -3.1% |
| 3M | +33.9% | -0.8% | +34.7% | +33.4% |
| 6M | +40.1% | -9.0% | +49.1% | +47.7% |
| YTD | +32.1% | +16.8% | +15.3% | +11.1% |
| 1Y | +11.0% | +9.5% | +1.6% | -1.5% |
| 3Y | +16.9% | +45.4% | -28.5% | -20.9% |
| 5Y | -68.9% | +37.8% | -106.7% | -77.8% |
| All | -68.9% | +34.3% | -103.2% | -77.8% |
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 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