+29.3%
V vs TDY
+22.9%
+6.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.8% | +8.6% | +3.5% |
| 7D | +9.0% | -5.0% | +14.0% | +8.6% |
| 30D | +18.1% | +2.0% | +16.1% | +18.1% |
| 3M | +18.3% | -7.7% | +26.0% | +17.8% |
| 6M | +34.1% | -0.9% | +35.0% | +33.9% |
| YTD | +25.2% | +23.7% | +1.5% | +20.4% |
| 1Y | +29.3% | +23.6% | +5.7% | +24.7% |
| All | +29.3% | +22.9% | +6.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling