+212.1%
ALLE vs TDY
+437.5%
-225.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +1.6% | +9.4% | -7.9% | -3.1% |
| 30D | +24.1% | +5.9% | +18.1% | +19.9% |
| 3M | +14.8% | -5.7% | +20.5% | +17.7% |
| 6M | +45.9% | +2.4% | +43.4% | +42.8% |
| YTD | +20.7% | +26.8% | -6.0% | +5.2% |
| 1Y | +14.2% | +24.7% | -10.5% | +0.3% |
| 3Y | +90.7% | +69.2% | +21.5% | +40.2% |
| 5Y | +50.6% | +45.7% | +4.8% | +18.9% |
| All | +212.1% | +437.5% | -225.4% | +51.1% |
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