-37.8%
U vs TDY
+84.2%
-122.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.8% |
| 7D | +4.4% | -1.8% | +6.2% | +5.8% |
| 30D | -1.3% | -13.8% | +12.5% | +10.5% |
| 3M | +49.6% | -3.9% | +53.5% | +53.2% |
| 6M | +100.2% | -9.0% | +109.2% | +112.2% |
| YTD | -3.7% | +16.5% | -20.2% | -18.8% |
| 1Y | -6.5% | +9.3% | -15.8% | -17.0% |
| 3Y | +12.9% | +45.1% | -32.2% | -22.7% |
| 5Y | -68.3% | +35.0% | -103.3% | -76.8% |
| All | -37.8% | +84.2% | -122.0% | -55.8% |
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