+1,003.0%
BE vs TDY
+187.5%
+815.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +5.3% |
| 7D | +9.0% | -1.1% | +10.2% | +10.4% |
| 30D | +16.3% | -12.0% | +28.3% | +34.7% |
| 3M | +10.8% | -3.2% | +14.0% | +16.9% |
| 6M | +73.2% | -7.9% | +81.1% | +94.0% |
| YTD | +217.4% | +18.2% | +199.1% | +169.9% |
| 1Y | +309.8% | +6.7% | +303.1% | +294.3% |
| 3Y | +1,726.2% | +47.5% | +1,678.6% | +1,101.2% |
| 5Y | +1,306.2% | +39.5% | +1,266.7% | +903.2% |
| All | +1,003.0% | +187.5% | +815.5% | +350.7% |
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