+1,671.6%
TDY vs BUD
+191.0%
+1,480.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -1.9% | -3.2% | +1.3% | -0.5% |
| 30D | -12.5% | -3.7% | -8.8% | -11.2% |
| 3M | -0.8% | -4.4% | +3.6% | +0.7% |
| 6M | -9.0% | +7.7% | -16.7% | -12.8% |
| YTD | +16.8% | +23.1% | -6.3% | +5.3% |
| 1Y | +9.5% | +33.6% | -24.2% | -5.2% |
| 3Y | +45.4% | +44.7% | +0.7% | +17.9% |
| 5Y | +37.8% | +44.9% | -7.1% | +8.2% |
| 10Y | +470.2% | -23.1% | +493.3% | +456.4% |
| All | +1,671.6% | +191.0% | +1,480.6% | +638.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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