+211.9%
TER vs TDY
+34.3%
+177.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | +9.4% | -1.9% | +11.2% | +11.4% |
| 30D | -2.4% | -12.5% | +10.1% | +11.9% |
| 3M | +6.5% | -0.8% | +7.3% | +9.2% |
| 6M | +23.2% | -9.0% | +32.1% | +39.1% |
| YTD | +91.5% | +16.8% | +74.7% | +73.1% |
| 1Y | +214.8% | +9.5% | +205.4% | +200.4% |
| 3Y | +275.3% | +45.4% | +229.9% | +168.7% |
| 5Y | +211.9% | +37.8% | +174.1% | +129.9% |
| All | +211.9% | +34.3% | +177.6% | +129.9% |
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