+1,449.8%
TDY vs BR
+1,278.7%
+171.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -1.1% | -3.0% | +1.8% | +0.4% |
| 30D | -12.0% | -0.3% | -11.8% | -12.2% |
| 3M | -3.2% | +17.3% | -20.5% | -12.2% |
| 6M | -7.9% | -6.7% | -1.2% | -6.4% |
| YTD | +18.2% | -23.4% | +41.7% | +32.4% |
| 1Y | +6.7% | -32.7% | +39.3% | +28.2% |
| 3Y | +47.5% | -5.9% | +53.5% | +45.2% |
| 5Y | +39.5% | +8.4% | +31.1% | +24.3% |
| 10Y | +477.2% | +189.2% | +288.0% | +184.7% |
| All | +1,449.8% | +1,278.7% | +171.0% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling