+324.2%
EAT vs TDY
+37.4%
+286.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -6.2% | -1.9% | -4.3% | -5.1% |
| 30D | -3.0% | -12.5% | +9.5% | +5.1% |
| 3M | +45.6% | -0.8% | +46.4% | +45.4% |
| 6M | +53.5% | -9.0% | +62.5% | +61.1% |
| YTD | +49.6% | +16.8% | +32.8% | +31.3% |
| 1Y | +38.9% | +9.5% | +29.5% | +26.8% |
| 3Y | +589.7% | +45.4% | +544.2% | +411.6% |
| All | +324.2% | +37.4% | +286.9% | +205.0% |
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