+47.5%
TDY vs BR
-5.3%
+52.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.1% | -3.0% | +1.8% | -0.5% |
| 30D | -12.0% | -0.3% | -11.8% | -12.1% |
| 3M | -3.2% | +17.3% | -20.5% | -7.4% |
| 6M | -7.9% | -6.7% | -1.2% | -5.5% |
| YTD | +18.2% | -23.4% | +41.7% | +31.7% |
| 1Y | +6.7% | -32.7% | +39.3% | +26.9% |
| 3Y | +47.5% | -5.9% | +53.5% | +48.3% |
| All | +47.5% | -5.3% | +52.9% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling