+2,000.1%
TDY vs MKTX
+1,442.6%
+557.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | -3.2% | +40.8% | -44.0% | -12.7% |
| 6M | -7.9% | -8.0% | +0.1% | -7.2% |
| YTD | +18.2% | -8.7% | +27.0% | +19.1% |
| 1Y | +6.7% | -11.8% | +18.5% | +8.2% |
| 3Y | +47.5% | -24.0% | +71.6% | +50.6% |
| 5Y | +39.5% | -60.3% | +99.8% | +66.0% |
| 10Y | +477.2% | +5.0% | +472.2% | +394.1% |
| All | +2,000.1% | +1,442.6% | +557.5% | +599.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling