+533.2%
XYZ vs TDY
+585.3%
-52.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | -1.0% | -1.8% | +0.8% | +0.4% |
| 30D | -1.7% | -10.7% | +9.0% | +6.8% |
| 3M | +16.7% | -1.3% | +18.0% | +16.8% |
| 6M | +26.9% | -10.6% | +37.4% | +36.0% |
| YTD | +27.1% | +19.6% | +7.6% | +7.4% |
| 1Y | +9.3% | +11.6% | -2.4% | -3.0% |
| 3Y | +42.3% | +45.2% | -2.9% | +1.1% |
| 5Y | -69.3% | +36.1% | -105.4% | -76.4% |
| 10Y | +586.8% | +458.8% | +128.0% | +116.4% |
| All | +533.2% | +585.3% | -52.1% | +64.9% |
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