+515.4%
TRI vs TDY
+3,169.0%
-2,653.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -7.9% | -1.1% | -6.8% | -7.6% |
| 30D | -4.5% | -12.0% | +7.5% | -1.2% |
| 3M | +22.1% | -3.2% | +25.3% | +22.6% |
| 6M | -2.8% | -7.9% | +5.1% | -1.6% |
| YTD | -23.4% | +18.2% | -41.6% | -28.3% |
| 1Y | -41.5% | +6.7% | -48.2% | -43.7% |
| 3Y | -19.2% | +47.5% | -66.8% | -29.9% |
| 5Y | -9.4% | +39.5% | -48.9% | -20.8% |
| 10Y | +195.6% | +477.2% | -281.6% | +64.8% |
| All | +515.4% | +3,169.0% | -2,653.6% | +122.0% |
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