-10.5%
ALLE vs TDY
+9.8%
-20.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.0% |
| 30D | -10.2% | -12.5% | +2.3% | -5.0% |
| 3M | +17.4% | -0.8% | +18.2% | +17.2% |
| 6M | +3.3% | -9.0% | +12.3% | +7.1% |
| YTD | -4.2% | +16.8% | -21.0% | -11.5% |
| 1Y | -10.5% | +9.5% | -20.0% | -14.8% |
| All | -10.5% | +9.8% | -20.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling