+383.3%
TPR vs MDY
+171.2%
+212.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | +12.1% | 0.0% | +12.1% | +11.4% |
| 30D | +16.7% | +1.0% | +15.7% | +14.5% |
| 3M | -17.4% | -4.1% | -13.3% | -13.3% |
| 6M | +2.3% | +0.6% | +1.6% | +0.2% |
| YTD | +7.1% | +12.9% | -5.8% | -9.8% |
| 1Y | +29.5% | +14.6% | +14.9% | +6.8% |
| 3Y | +415.0% | +57.1% | +358.0% | +174.6% |
| 5Y | +261.5% | +37.1% | +224.4% | +137.5% |
| 10Y | +383.3% | +171.5% | +211.8% | +31.4% |
| All | +383.3% | +171.2% | +212.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling