+138.3%
ADI vs TDY
+39.0%
+99.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.6% | +4.0% |
| 7D | +4.6% | -1.1% | +5.7% | +5.4% |
| 30D | -1.2% | -12.0% | +10.9% | +8.2% |
| 3M | -7.8% | -3.2% | -4.6% | -5.7% |
| 6M | +19.3% | -7.9% | +27.2% | +26.3% |
| YTD | +40.9% | +18.2% | +22.7% | +24.0% |
| 1Y | +54.5% | +6.7% | +47.8% | +46.1% |
| 3Y | +123.4% | +47.5% | +75.9% | +66.5% |
| All | +138.3% | +39.0% | +99.3% | +78.4% |
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