-66.5%
U vs TDY
+39.0%
-105.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.4% |
| 7D | +5.5% | -1.1% | +6.6% | +6.6% |
| 30D | -1.3% | -12.0% | +10.8% | +10.6% |
| 3M | +64.6% | -3.2% | +67.8% | +68.1% |
| 6M | +119.4% | -7.9% | +127.2% | +131.9% |
| YTD | -0.5% | +18.2% | -18.7% | -20.3% |
| 1Y | +1.3% | +6.7% | -5.4% | -10.0% |
| 3Y | +15.6% | +47.5% | -31.9% | -30.3% |
| All | -66.5% | +39.0% | -105.5% | -78.5% |
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