+379.1%
V vs TDY
+479.2%
-100.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.7% |
| 30D | +3.1% | -12.0% | +15.1% | +8.9% |
| 3M | +16.3% | -3.2% | +19.5% | +17.4% |
| 6M | +20.4% | -7.9% | +28.2% | +23.4% |
| YTD | +6.3% | +18.2% | -12.0% | -4.0% |
| 1Y | +8.7% | +6.7% | +2.1% | +2.8% |
| 3Y | +53.3% | +47.5% | +5.8% | +21.2% |
| 5Y | +71.1% | +39.5% | +31.6% | +37.2% |
| All | +379.1% | +479.2% | -100.1% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling