+161.5%
SLV vs TDY
+34.3%
+127.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -5.0% | -1.9% | -3.2% | -4.5% |
| 30D | -1.8% | -12.5% | +10.7% | +2.3% |
| 3M | -0.3% | -0.8% | +0.5% | -0.1% |
| 6M | -28.2% | -9.0% | -19.2% | -26.2% |
| YTD | -10.7% | +16.8% | -27.5% | -13.3% |
| 1Y | +53.7% | +9.5% | +44.2% | +51.3% |
| 3Y | +173.7% | +45.4% | +128.3% | +149.8% |
| 5Y | +161.5% | +37.8% | +123.7% | +136.3% |
| All | +161.5% | +34.3% | +127.2% | +136.3% |
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