+7,177.0%
TPR vs TDY
+2,354.6%
+4,822.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | -7.3% | -1.8% | -5.5% | -6.5% |
| 30D | -30.7% | -13.8% | -17.0% | -25.8% |
| 3M | -21.6% | -3.9% | -17.7% | -20.2% |
| 6M | -21.3% | -9.0% | -12.3% | -17.9% |
| YTD | -10.2% | +16.5% | -26.7% | -16.5% |
| 1Y | +9.5% | +9.3% | +0.2% | +4.9% |
| 3Y | +280.8% | +45.1% | +235.7% | +218.6% |
| 5Y | +218.7% | +35.0% | +183.7% | +174.5% |
| 10Y | +306.7% | +469.0% | -162.3% | +96.1% |
| All | +7,177.0% | +2,354.6% | +4,822.4% | +1,900.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling