+155.2%
W vs TDY
+479.2%
-324.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | 0.0% |
| 7D | -0.9% | -1.1% | +0.3% | +0.1% |
| 30D | -4.2% | -12.0% | +7.8% | +7.3% |
| 3M | +26.9% | -3.2% | +30.1% | +30.1% |
| 6M | +31.2% | -7.9% | +39.1% | +40.6% |
| YTD | -1.8% | +18.2% | -20.1% | -17.0% |
| 1Y | +9.3% | +6.7% | +2.7% | +1.1% |
| 3Y | +33.2% | +47.5% | -14.3% | -7.1% |
| 5Y | -62.4% | +39.5% | -101.9% | -71.6% |
| All | +155.2% | +479.2% | -324.0% | -26.0% |
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