+41.0%
TDY vs BR
+8.0%
+33.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.1% | -3.0% | +1.8% | 0.0% |
| 30D | -12.0% | -0.3% | -11.8% | -12.2% |
| 3M | -3.2% | +17.3% | -20.5% | -9.9% |
| 6M | -7.9% | -6.7% | -1.2% | -5.7% |
| YTD | +18.2% | -23.4% | +41.7% | +32.4% |
| 1Y | +6.7% | -32.7% | +39.3% | +27.9% |
| 3Y | +47.5% | -5.9% | +53.5% | +45.8% |
| All | +41.0% | +8.0% | +33.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling