+1,264.4%
BE vs TDY
+39.0%
+1,225.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +5.3% |
| 7D | +9.0% | -1.1% | +10.2% | +10.5% |
| 30D | +16.3% | -12.0% | +28.3% | +35.1% |
| 3M | +10.8% | -3.2% | +14.0% | +17.1% |
| 6M | +73.2% | -7.9% | +81.1% | +94.1% |
| YTD | +217.4% | +18.2% | +199.1% | +171.3% |
| 1Y | +309.8% | +6.7% | +303.1% | +295.0% |
| 3Y | +1,726.2% | +47.5% | +1,678.6% | +1,107.8% |
| All | +1,264.4% | +39.0% | +1,225.4% | +813.1% |
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