+2,874.5%
V vs TDY
+1,208.0%
+1,666.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | +1.9% | -12.5% | +14.4% | +8.0% |
| 3M | +15.5% | -1.2% | +16.7% | +15.5% |
| 6M | +16.6% | -6.6% | +23.2% | +18.8% |
| YTD | +5.7% | +18.5% | -12.7% | -4.3% |
| 1Y | +8.6% | +10.8% | -2.2% | +1.0% |
| 3Y | +52.5% | +47.5% | +5.0% | +21.5% |
| 5Y | +67.1% | +35.8% | +31.3% | +37.0% |
| 10Y | +376.8% | +459.0% | -82.2% | +94.1% |
| All | +2,874.5% | +1,208.0% | +1,666.5% | +709.2% |
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 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