+2,688.3%
TD vs TDY
+6,969.6%
-4,281.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.6% | -1.9% | -0.7% | -2.1% |
| 30D | -1.0% | -12.5% | +11.5% | +2.1% |
| 3M | +5.6% | -0.8% | +6.4% | +5.7% |
| 6M | +27.1% | -9.0% | +36.1% | +29.7% |
| YTD | +29.4% | +16.8% | +12.6% | +24.3% |
| 1Y | +60.7% | +9.5% | +51.2% | +56.5% |
| 3Y | +127.6% | +45.4% | +82.2% | +105.8% |
| 5Y | +125.4% | +37.8% | +87.6% | +105.1% |
| 10Y | +300.4% | +470.2% | -169.8% | +168.1% |
| All | +2,688.3% | +6,969.6% | -4,281.3% | +1,156.6% |
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