+467.2%
TDY vs BG
+166.7%
+300.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.7% |
| 7D | -1.1% | +3.1% | -4.2% | -2.1% |
| 30D | -12.0% | +10.2% | -22.3% | -14.8% |
| 3M | -3.2% | -1.7% | -1.5% | -3.2% |
| 6M | -7.9% | +1.0% | -8.9% | -9.0% |
| YTD | +18.2% | +39.9% | -21.7% | +5.3% |
| 1Y | +6.7% | +53.2% | -46.6% | -8.3% |
| 3Y | +47.5% | +16.3% | +31.3% | +36.3% |
| 5Y | +39.5% | +83.9% | -44.4% | +6.2% |
| All | +467.2% | +166.7% | +300.5% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling