-52.3%
TEAM vs TDY
+39.0%
-91.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.7% |
| 7D | -5.2% | -1.1% | -4.1% | -4.6% |
| 30D | +15.8% | -12.0% | +27.8% | +24.5% |
| 3M | +101.5% | -3.2% | +104.7% | +102.2% |
| 6M | +138.2% | -7.9% | +146.0% | +143.6% |
| YTD | +10.8% | +18.2% | -7.4% | -9.9% |
| 1Y | +1.7% | +6.7% | -5.0% | -9.9% |
| 3Y | -16.0% | +47.5% | -63.6% | -46.1% |
| All | -52.3% | +39.0% | -91.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling