+3,122.2%
EAT vs TDY
+7,071.3%
-3,949.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | -1.2% | -12.5% | +11.3% | +2.9% |
| 3M | +52.2% | -1.2% | +53.4% | +52.5% |
| 6M | +65.0% | -6.6% | +71.6% | +68.0% |
| YTD | +55.0% | +18.5% | +36.6% | +46.1% |
| 1Y | +42.1% | +10.8% | +31.3% | +36.5% |
| 3Y | +614.7% | +47.5% | +567.2% | +529.8% |
| 5Y | +322.7% | +35.8% | +286.9% | +282.5% |
| 10Y | +382.0% | +459.0% | -76.9% | +227.7% |
| All | +3,122.2% | +7,071.3% | -3,949.1% | +1,515.6% |
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