+467.2%
TDY vs SNY
+64.5%
+402.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.1% | -3.3% | +2.2% | -0.1% |
| 30D | -12.0% | -2.2% | -9.9% | -11.5% |
| 3M | -3.2% | -3.0% | -0.2% | -2.6% |
| 6M | -7.9% | +2.7% | -10.6% | -9.1% |
| YTD | +18.2% | -6.8% | +25.1% | +20.0% |
| 1Y | +6.7% | -5.3% | +11.9% | +7.4% |
| 3Y | +47.5% | -9.8% | +57.3% | +46.7% |
| 5Y | +39.5% | +9.7% | +29.8% | +24.0% |
| All | +467.2% | +64.5% | +402.6% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling