-63.8%
XYZ vs TDY
+45.6%
-109.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -2.1% | +9.4% | -11.6% | -9.5% |
| 30D | +7.0% | +5.9% | +1.1% | +0.4% |
| 3M | +5.1% | -5.7% | +10.8% | +9.0% |
| 6M | +14.1% | +2.4% | +11.6% | +8.3% |
| YTD | +26.4% | +26.8% | -0.4% | -5.7% |
| 1Y | +25.1% | +24.7% | +0.4% | -5.3% |
| 3Y | +59.7% | +69.2% | -9.4% | -19.3% |
| 5Y | -63.8% | +45.7% | -109.5% | -78.2% |
| All | -63.8% | +45.6% | -109.5% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling