+927.7%
ED vs TDY
+7,071.3%
-6,143.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +1.1% | -12.5% | +13.6% | +2.4% |
| 3M | +4.6% | -1.2% | +5.8% | +4.7% |
| 6M | -2.0% | -6.6% | +4.6% | -1.5% |
| YTD | +11.7% | +18.5% | -6.8% | +9.4% |
| 1Y | +15.7% | +10.8% | +5.0% | +14.0% |
| 3Y | +34.4% | +47.5% | -13.1% | +27.9% |
| 5Y | +67.3% | +35.8% | +31.5% | +59.9% |
| 10Y | +104.0% | +459.0% | -354.9% | +68.4% |
| All | +927.7% | +7,071.3% | -6,143.6% | +629.5% |
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 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