+234.9%
TPR vs TDY
+44.4%
+190.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -0.3% | +4.1% | -4.4% | -2.6% |
| 30D | +15.1% | +5.7% | +9.4% | +10.4% |
| 3M | +3.5% | -4.4% | +8.0% | +5.5% |
| 6M | +0.4% | +1.2% | -0.8% | -1.3% |
| YTD | +4.6% | +26.0% | -21.4% | -10.8% |
| 1Y | +33.1% | +27.4% | +5.7% | +12.8% |
| 3Y | +396.0% | +67.5% | +328.5% | +248.8% |
| All | +234.9% | +44.4% | +190.5% | +160.3% |
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 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