-0.3%
SPOT vs TDY
+22.9%
-23.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.8% | +9.4% | +3.7% |
| 7D | +16.6% | -5.0% | +21.6% | +15.6% |
| 30D | +29.9% | +2.0% | +27.9% | +29.9% |
| 3M | +31.3% | -7.7% | +39.0% | +30.4% |
| 6M | +43.2% | -0.9% | +44.1% | +42.7% |
| YTD | +8.1% | +23.7% | -15.7% | +7.3% |
| 1Y | -0.3% | +23.6% | -23.9% | -1.4% |
| All | -0.3% | +22.9% | -23.2% | -1.4% |
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 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