+165.0%
W vs TDY
+552.2%
-387.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.3% |
| 7D | +6.5% | -0.9% | +7.4% | +7.3% |
| 30D | -6.2% | -12.5% | +6.3% | +5.0% |
| 3M | +48.9% | -1.2% | +50.1% | +50.4% |
| 6M | +31.2% | -6.6% | +37.8% | +38.6% |
| YTD | -0.4% | +18.5% | -18.9% | -15.1% |
| 1Y | +14.8% | +10.8% | +4.1% | +3.3% |
| 3Y | +40.5% | +47.5% | -7.0% | +0.2% |
| 5Y | -62.1% | +35.8% | -97.9% | -70.3% |
| 10Y | +141.5% | +459.0% | -317.4% | -23.5% |
| All | +165.0% | +552.2% | -387.2% | -22.0% |
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 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