+11.5%
TPR vs TDY
+9.8%
+1.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -5.1% | -1.9% | -3.3% | -4.0% |
| 30D | -27.6% | -12.5% | -15.0% | -21.5% |
| 3M | -17.5% | -0.8% | -16.7% | -17.0% |
| 6M | -21.3% | -9.0% | -12.4% | -17.1% |
| YTD | -8.5% | +16.8% | -25.3% | -17.1% |
| 1Y | +11.5% | +9.5% | +2.0% | +5.7% |
| All | +11.5% | +9.8% | +1.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling