-54.3%
S vs TDY
+45.4%
-99.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.6% |
| 7D | -5.8% | -0.9% | -4.9% | -5.2% |
| 30D | -9.2% | -12.5% | +3.3% | -0.7% |
| 3M | +23.4% | -1.2% | +24.6% | +23.3% |
| 6M | +36.9% | -6.6% | +43.5% | +41.5% |
| YTD | +29.5% | +18.5% | +11.1% | +8.9% |
| 1Y | +5.4% | +10.8% | -5.3% | -6.6% |
| 3Y | +14.7% | +47.5% | -32.8% | -21.2% |
| 5Y | -71.5% | +35.8% | -107.3% | -79.6% |
| All | -54.3% | +45.4% | -99.6% | -67.0% |
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