+23.6%
TDY vs SARO
-7.8%
+31.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -5.3% |
| 7D | -5.0% | +15.8% | -20.8% | -9.1% |
| 30D | +2.0% | +22.2% | -20.2% | -4.0% |
| 3M | -7.7% | -16.2% | +8.5% | -3.2% |
| 6M | -0.9% | +4.6% | -5.5% | -3.0% |
| YTD | +23.7% | -10.4% | +34.1% | +24.0% |
| 1Y | +23.6% | -6.5% | +30.1% | +21.8% |
| All | +23.6% | -7.8% | +31.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling