+115.3%
SPOT vs TDY
+39.0%
+76.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | -3.1% | -1.1% | -2.0% | -2.5% |
| 30D | +7.4% | -12.0% | +19.4% | +14.6% |
| 3M | +8.2% | -3.2% | +11.4% | +9.0% |
| 6M | +2.2% | -7.9% | +10.1% | +5.4% |
| YTD | -9.5% | +18.2% | -27.7% | -21.2% |
| 1Y | -23.8% | +6.7% | -30.5% | -29.4% |
| 3Y | +233.5% | +47.5% | +185.9% | +143.8% |
| All | +115.3% | +39.0% | +76.2% | +59.3% |
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