+369.5%
ALAB vs TDY
+43.1%
+326.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.3% |
| 7D | -6.2% | -1.1% | -5.1% | -5.2% |
| 30D | -8.7% | -12.0% | +3.4% | +2.4% |
| 3M | -20.7% | -3.2% | -17.6% | -17.1% |
| 6M | +133.5% | -7.9% | +141.4% | +153.4% |
| YTD | +75.1% | +18.2% | +56.8% | +59.5% |
| 1Y | +25.0% | +6.7% | +18.4% | +22.6% |
| All | +369.5% | +43.1% | +326.4% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling