+755.1%
TEAM vs TDY
+571.5%
+183.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -7.8% | -1.9% | -5.9% | -6.9% |
| 30D | +16.5% | -12.5% | +29.0% | +23.7% |
| 3M | +96.2% | -0.8% | +97.0% | +94.4% |
| 6M | +130.2% | -9.0% | +139.2% | +135.8% |
| YTD | +10.7% | +16.8% | -6.0% | -2.3% |
| 1Y | +3.0% | +9.5% | -6.4% | -5.9% |
| 3Y | -13.1% | +45.4% | -58.5% | -32.3% |
| 5Y | -52.7% | +37.8% | -90.6% | -61.7% |
| 10Y | +509.1% | +470.2% | +38.9% | +106.0% |
| All | +755.1% | +571.5% | +183.6% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling