+181.6%
SE vs TDY
+45.1%
+136.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -4.8% | -1.9% | -2.9% | -4.0% |
| 30D | -18.1% | -12.5% | -5.6% | -13.6% |
| 3M | +30.6% | -0.8% | +31.4% | +30.1% |
| 6M | +20.8% | -9.0% | +29.7% | +24.6% |
| YTD | -15.6% | +16.8% | -32.4% | -24.8% |
| 1Y | -44.2% | +9.5% | -53.7% | -48.3% |
| All | +181.6% | +45.1% | +136.5% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling