+239.7%
ALNY vs TDY
+475.9%
-236.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -6.1% | -2.2% | -3.8% | -5.2% |
| 30D | +9.3% | -12.1% | +21.5% | +15.0% |
| 3M | -11.6% | -4.6% | -7.0% | -10.7% |
| 6M | -20.2% | -6.5% | -13.7% | -19.0% |
| YTD | -37.1% | +16.9% | -54.0% | -42.1% |
| 1Y | -46.3% | +7.3% | -53.7% | -48.9% |
| 3Y | +29.5% | +43.6% | -14.1% | +7.7% |
| 5Y | +33.0% | +38.4% | -5.4% | +11.0% |
| 10Y | +239.7% | +476.2% | -236.5% | -18.9% |
| All | +239.7% | +475.9% | -236.2% | -18.9% |
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