+3,908.0%
SBUX vs TDY
+6,969.6%
-3,061.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -6.2% | -1.9% | -4.4% | -5.7% |
| 30D | -6.4% | -12.5% | +6.1% | -2.9% |
| 3M | +1.0% | -0.8% | +1.8% | +1.0% |
| 6M | -0.4% | -9.0% | +8.6% | +1.9% |
| YTD | +20.0% | +16.8% | +3.2% | +14.1% |
| 1Y | +22.8% | +9.5% | +13.3% | +18.6% |
| 3Y | +12.3% | +45.4% | -33.1% | -0.4% |
| 5Y | -6.4% | +37.8% | -44.2% | -15.9% |
| 10Y | +126.5% | +470.2% | -343.7% | +39.9% |
| All | +3,908.0% | +6,969.6% | -3,061.6% | +1,548.1% |
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