+152.4%
ALLE vs TDY
+472.2%
-319.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -1.8% |
| 30D | -10.2% | -12.5% | +2.3% | -3.9% |
| 3M | +17.4% | -0.8% | +18.2% | +17.5% |
| 6M | +3.3% | -9.0% | +12.3% | +7.9% |
| YTD | -4.2% | +16.8% | -21.0% | -12.6% |
| 1Y | -10.5% | +9.5% | -20.0% | -15.7% |
| 3Y | +45.4% | +45.4% | 0.0% | +16.2% |
| 5Y | +11.9% | +37.8% | -25.9% | -8.7% |
| All | +152.4% | +472.2% | -319.8% | +11.8% |
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