+110.8%
EAT vs TDY
+22.9%
+87.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.8% | +11.0% | +7.4% |
| 7D | -0.1% | -5.0% | +4.9% | +1.0% |
| 30D | +13.5% | +2.0% | +11.5% | +12.8% |
| 3M | +1.0% | -7.7% | +8.7% | +2.5% |
| 6M | +57.3% | -0.9% | +58.1% | +56.6% |
| YTD | +53.6% | +23.7% | +29.8% | +45.0% |
| 1Y | +110.8% | +23.6% | +87.2% | +99.5% |
| All | +110.8% | +22.9% | +87.9% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling