+47.2%
XYZ vs TDY
+44.8%
+2.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | +0.1% |
| 7D | -3.7% | -1.8% | -1.9% | -2.7% |
| 30D | +0.5% | -13.8% | +14.3% | +9.4% |
| 3M | +16.3% | -3.9% | +20.1% | +17.9% |
| 6M | +21.1% | -9.0% | +30.1% | +26.7% |
| YTD | +22.0% | +16.5% | +5.4% | +6.6% |
| 1Y | +5.2% | +9.3% | -4.1% | -4.1% |
| All | +47.2% | +44.8% | +2.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling