-68.4%
XYZ vs TDY
+33.5%
-101.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | +0.6% |
| 7D | -3.7% | -1.8% | -1.9% | -2.1% |
| 30D | +0.5% | -13.8% | +14.3% | +14.5% |
| 3M | +16.3% | -3.9% | +20.1% | +18.8% |
| 6M | +21.1% | -9.0% | +30.1% | +29.5% |
| YTD | +22.0% | +16.5% | +5.4% | -0.1% |
| 1Y | +5.2% | +9.3% | -4.1% | -8.7% |
| 3Y | +49.6% | +45.1% | +4.5% | -8.4% |
| 5Y | -68.4% | +35.0% | -103.4% | -79.4% |
| All | -68.4% | +33.5% | -101.9% | -79.4% |
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 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