-62.8%
W vs TDY
+34.3%
-97.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.9% |
| 7D | +0.5% | -1.9% | +2.4% | +2.5% |
| 30D | -5.6% | -12.5% | +6.9% | +8.8% |
| 3M | +41.9% | -0.8% | +42.7% | +42.6% |
| 6M | +30.2% | -9.0% | +39.2% | +42.9% |
| YTD | -2.9% | +16.8% | -19.7% | -20.9% |
| 1Y | +11.6% | +9.5% | +2.1% | -2.8% |
| 3Y | +37.0% | +45.4% | -8.4% | -14.9% |
| 5Y | -62.8% | +37.8% | -100.7% | -76.2% |
| All | -62.8% | +34.3% | -97.1% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling