+250.1%
SPOT vs TDY
+223.7%
+26.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.9% | -1.9% | -5.0% | -6.2% |
| 30D | +4.1% | -12.5% | +16.6% | +9.4% |
| 3M | +3.7% | -0.8% | +4.5% | +3.2% |
| 6M | -1.6% | -9.0% | +7.4% | +1.1% |
| YTD | -10.2% | +16.8% | -27.0% | -17.4% |
| 1Y | -25.9% | +9.5% | -35.4% | -30.2% |
| 3Y | +235.6% | +45.4% | +190.2% | +180.2% |
| 5Y | +110.6% | +37.8% | +72.8% | +78.6% |
| All | +250.1% | +223.7% | +26.5% | +142.9% |
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 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