+148.3%
TT vs TDY
+34.0%
+114.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | +1.4% | -1.8% | +3.2% | +2.5% |
| 30D | -6.7% | -13.8% | +7.1% | +1.4% |
| 3M | -5.4% | -3.9% | -1.5% | -3.4% |
| 6M | +4.4% | -9.0% | +13.4% | +9.8% |
| YTD | +14.9% | +16.5% | -1.6% | +4.9% |
| 1Y | +9.3% | +9.3% | 0.0% | +3.2% |
| 3Y | +121.7% | +45.1% | +76.6% | +76.2% |
| All | +148.3% | +34.0% | +114.3% | +95.2% |
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