+354.1%
ALLE vs TDY
+619.7%
-265.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +3.6% | +4.1% | -0.5% | +1.4% |
| 30D | +25.9% | +5.7% | +20.2% | +21.7% |
| 3M | +15.8% | -4.4% | +20.2% | +17.9% |
| 6M | +48.1% | +1.2% | +46.9% | +45.8% |
| YTD | +22.0% | +26.0% | -4.1% | +6.5% |
| 1Y | +18.0% | +27.4% | -9.3% | +2.4% |
| 3Y | +93.1% | +67.5% | +25.6% | +42.3% |
| 5Y | +52.1% | +44.9% | +7.2% | +20.3% |
| 10Y | +212.0% | +440.9% | -229.0% | +23.0% |
| All | +354.1% | +619.7% | -265.6% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling