+282.6%
TPR vs TDY
+44.8%
+237.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.4% |
| 7D | -7.3% | -1.8% | -5.5% | -6.3% |
| 30D | -30.7% | -13.8% | -17.0% | -24.7% |
| 3M | -21.6% | -3.9% | -17.7% | -19.9% |
| 6M | -21.3% | -9.0% | -12.3% | -17.2% |
| YTD | -10.2% | +16.5% | -26.7% | -17.5% |
| 1Y | +9.5% | +9.3% | +0.2% | +4.0% |
| All | +282.6% | +44.8% | +237.8% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling