+329.8%
SLV vs TDY
+1,600.6%
-1,270.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | +3.3% | -12.5% | +15.7% | +5.5% |
| 3M | -3.6% | -1.2% | -2.4% | -3.4% |
| 6M | -21.8% | -6.6% | -15.2% | -20.9% |
| YTD | -7.8% | +18.5% | -26.3% | -10.0% |
| 1Y | +58.3% | +10.8% | +47.5% | +56.0% |
| 3Y | +182.6% | +47.5% | +135.1% | +165.7% |
| 5Y | +167.8% | +35.8% | +132.0% | +152.9% |
| 10Y | +218.9% | +459.0% | -240.1% | +144.9% |
| All | +329.8% | +1,600.6% | -1,270.8% | +140.7% |
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 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