+165.4%
W vs TDY
+541.6%
-376.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.6% |
| 7D | +5.9% | -1.8% | +7.7% | +7.6% |
| 30D | -3.0% | -13.8% | +10.7% | +9.9% |
| 3M | +40.3% | -3.9% | +44.2% | +45.1% |
| 6M | +32.2% | -9.0% | +41.2% | +42.8% |
| YTD | -0.3% | +16.5% | -16.8% | -13.8% |
| 1Y | +16.2% | +9.3% | +6.9% | +5.7% |
| 3Y | +40.7% | +45.1% | -4.4% | +1.7% |
| 5Y | -62.3% | +35.0% | -97.3% | -70.2% |
| 10Y | +162.2% | +469.0% | -306.8% | -17.3% |
| All | +165.4% | +541.6% | -376.2% | -20.8% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling