+158.9%
SN vs TDY
+22.9%
+136.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.8% | +8.9% | +6.2% |
| 7D | +10.6% | -5.0% | +15.7% | +13.1% |
| 30D | +20.0% | +2.0% | +18.0% | +18.4% |
| 3M | +30.4% | -7.7% | +38.1% | +35.1% |
| 6M | +91.0% | -0.9% | +91.9% | +89.7% |
| YTD | +95.9% | +23.7% | +72.2% | +74.0% |
| 1Y | +158.9% | +23.6% | +135.3% | +130.9% |
| All | +158.9% | +22.9% | +136.0% | +130.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling