+3,046.4%
TDY vs SNY
+241.9%
+2,804.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.1% | -3.3% | +2.2% | +0.3% |
| 30D | -12.0% | -2.2% | -9.9% | -11.3% |
| 3M | -3.2% | -3.0% | -0.2% | -2.4% |
| 6M | -7.9% | +2.7% | -10.6% | -9.6% |
| YTD | +18.2% | -6.8% | +25.1% | +20.6% |
| 1Y | +6.7% | -5.3% | +11.9% | +7.6% |
| 3Y | +47.5% | -9.8% | +57.3% | +45.9% |
| 5Y | +39.5% | +9.7% | +29.8% | +22.4% |
| 10Y | +477.2% | +64.5% | +412.7% | +306.0% |
| All | +3,046.4% | +241.9% | +2,804.4% | +1,386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling