-7.5%
WY vs TDY
+11.8%
-19.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -2.6% | -1.8% | -0.8% | -2.3% |
| 30D | -10.9% | -10.7% | -0.2% | -8.9% |
| 3M | -6.0% | -1.3% | -4.7% | -6.1% |
| 6M | -5.6% | -10.6% | +4.9% | -3.7% |
| YTD | -1.1% | +19.6% | -20.7% | -6.1% |
| 1Y | -7.5% | +11.6% | -19.1% | -11.4% |
| All | -7.5% | +11.8% | -19.2% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling