+41.0%
TDY vs MKTX
-60.5%
+101.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -12.0% | +0.7% | -12.8% | -12.1% |
| 3M | -3.2% | +40.8% | -44.0% | -8.9% |
| 6M | -7.9% | -8.0% | +0.1% | -6.8% |
| YTD | +18.2% | -8.7% | +27.0% | +19.7% |
| 1Y | +6.7% | -11.8% | +18.5% | +8.5% |
| 3Y | +47.5% | -24.0% | +71.6% | +49.9% |
| All | +41.0% | -60.5% | +101.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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