+279.2%
T vs TDY
+6,954.6%
-6,675.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.5% |
| 7D | -3.1% | -1.8% | -1.2% | -2.8% |
| 30D | +4.6% | -13.8% | +18.3% | +7.3% |
| 3M | +12.2% | -3.9% | +16.1% | +12.8% |
| 6M | -6.5% | -9.0% | +2.5% | -5.3% |
| YTD | +4.9% | +16.5% | -11.7% | +1.4% |
| 1Y | -10.5% | +9.3% | -19.7% | -12.6% |
| 3Y | +104.6% | +45.1% | +59.5% | +88.4% |
| 5Y | +64.2% | +35.0% | +29.2% | +52.1% |
| 10Y | +68.4% | +469.0% | -400.5% | +20.9% |
| All | +279.2% | +6,954.6% | -6,675.4% | +103.3% |
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 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