+597.9%
XYZ vs TDY
+472.2%
+125.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -5.2% | -1.9% | -3.3% | -3.8% |
| 30D | 0.0% | -12.5% | +12.5% | +10.5% |
| 3M | +18.7% | -0.8% | +19.5% | +18.2% |
| 6M | +20.5% | -9.0% | +29.5% | +27.8% |
| YTD | +21.5% | +16.8% | +4.7% | +4.3% |
| 1Y | +7.2% | +9.5% | -2.2% | -3.5% |
| 3Y | +49.0% | +45.4% | +3.6% | +5.2% |
| 5Y | -68.1% | +37.8% | -105.9% | -75.8% |
| All | +597.9% | +472.2% | +125.6% | +171.7% |
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