+5,399.2%
DE vs TDY
+6,969.6%
-1,570.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | +9.7% | -12.5% | +22.2% | +13.9% |
| 3M | +21.4% | -0.8% | +22.2% | +21.5% |
| 6M | +15.0% | -9.0% | +24.0% | +18.1% |
| YTD | +46.4% | +16.8% | +29.6% | +40.0% |
| 1Y | +45.6% | +9.5% | +36.2% | +41.5% |
| 3Y | +76.8% | +45.4% | +31.4% | +57.5% |
| 5Y | +99.4% | +37.8% | +61.6% | +79.7% |
| 10Y | +864.6% | +470.2% | +394.3% | +507.6% |
| All | +5,399.2% | +6,969.6% | -1,570.5% | +2,219.7% |
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 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