+47.5%
TDY vs SNY
-9.6%
+57.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.1% | -3.3% | +2.2% | -0.8% |
| 30D | -12.0% | -2.2% | -9.9% | -11.8% |
| 3M | -3.2% | -3.0% | -0.2% | -2.9% |
| 6M | -7.9% | +2.7% | -10.6% | -8.3% |
| YTD | +18.2% | -6.8% | +25.1% | +18.9% |
| 1Y | +6.7% | -5.3% | +11.9% | +7.0% |
| 3Y | +47.5% | -9.8% | +57.3% | +46.1% |
| All | +47.5% | -9.6% | +57.1% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling