+15.2%
ALLE vs TDY
+36.7%
-21.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +2.8% | -0.9% | +3.7% | +3.3% |
| 30D | -7.6% | -12.5% | +4.8% | -0.7% |
| 3M | +22.8% | -1.2% | +24.0% | +23.1% |
| 6M | +4.6% | -6.6% | +11.2% | +7.9% |
| YTD | -1.2% | +18.5% | -19.7% | -11.6% |
| 1Y | -9.1% | +10.8% | -19.9% | -15.6% |
| 3Y | +50.0% | +47.5% | +2.5% | +14.3% |
| 5Y | +15.2% | +35.8% | -20.6% | -11.0% |
| All | +15.2% | +36.7% | -21.4% | -11.0% |
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 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