+219.9%
SLV vs TDY
+479.2%
-259.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | -1.6% | -12.0% | +10.5% | +1.1% |
| 3M | -4.4% | -3.2% | -1.2% | -3.8% |
| 6M | -25.4% | -7.9% | -17.5% | -24.1% |
| YTD | -9.8% | +18.2% | -28.0% | -12.2% |
| 1Y | +53.8% | +6.7% | +47.1% | +52.3% |
| 3Y | +174.7% | +47.5% | +127.1% | +155.0% |
| 5Y | +164.3% | +39.5% | +124.8% | +145.2% |
| All | +219.9% | +479.2% | -259.4% | +164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling