+138.5%
WY vs TDY
+6,969.6%
-6,831.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -3.7% | -1.9% | -1.8% | -3.1% |
| 30D | -11.3% | -12.5% | +1.2% | -7.6% |
| 3M | -8.1% | -0.8% | -7.3% | -8.2% |
| 6M | -7.4% | -9.0% | +1.5% | -5.1% |
| YTD | -4.7% | +16.8% | -21.5% | -9.9% |
| 1Y | -9.2% | +9.5% | -18.7% | -12.6% |
| 3Y | -24.7% | +45.4% | -70.1% | -34.0% |
| 5Y | -21.6% | +37.8% | -59.4% | -30.5% |
| 10Y | +6.7% | +470.2% | -463.6% | -35.1% |
| All | +138.5% | +6,969.6% | -6,831.1% | +9.6% |
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