+785.8%
TER vs TDY
+7,071.3%
-6,285.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | +11.0% | -0.9% | +11.8% | +11.4% |
| 30D | -1.9% | -12.5% | +10.6% | +4.8% |
| 3M | -0.7% | -1.2% | +0.5% | +0.8% |
| 6M | +36.4% | -6.6% | +42.9% | +43.8% |
| YTD | +92.4% | +18.5% | +74.0% | +81.5% |
| 1Y | +213.5% | +10.8% | +202.8% | +205.1% |
| 3Y | +277.2% | +47.5% | +229.7% | +221.1% |
| 5Y | +219.1% | +35.8% | +183.3% | +186.8% |
| 10Y | +1,744.2% | +459.0% | +1,285.3% | +778.6% |
| All | +785.8% | +7,071.3% | -6,285.6% | +70.7% |
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