-25.1%
TGT vs TDY
+39.0%
-64.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.4% |
| 7D | -5.2% | -1.1% | -4.1% | -4.8% |
| 30D | +1.2% | -12.0% | +13.2% | +6.5% |
| 3M | +18.4% | -3.2% | +21.6% | +19.3% |
| 6M | +33.4% | -7.9% | +41.3% | +36.8% |
| YTD | +63.8% | +18.2% | +45.6% | +47.7% |
| 1Y | +77.2% | +6.7% | +70.5% | +67.7% |
| 3Y | +41.8% | +47.5% | -5.8% | +11.4% |
| All | -25.1% | +39.0% | -64.1% | -40.8% |
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