+270.3%
ALLE vs TDY
+582.7%
-312.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -0.2% | -1.8% | +1.6% | +0.7% |
| 30D | -6.8% | -10.7% | +3.9% | -1.3% |
| 3M | +21.0% | -1.3% | +22.3% | +21.4% |
| 6M | +1.1% | -10.6% | +11.7% | +6.5% |
| YTD | -0.5% | +19.6% | -20.1% | -10.4% |
| 1Y | -7.3% | +11.6% | -18.9% | -13.5% |
| 3Y | +42.3% | +45.2% | -3.0% | +13.6% |
| 5Y | +13.5% | +36.1% | -22.6% | -7.0% |
| 10Y | +144.0% | +458.8% | -314.8% | -5.4% |
| All | +270.3% | +582.7% | -312.4% | +29.2% |
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