+24.4%
EL vs TDY
+479.2%
-454.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -6.5% | -1.1% | -5.4% | -6.0% |
| 30D | +11.1% | -12.0% | +23.2% | +18.0% |
| 3M | +10.7% | -3.2% | +13.9% | +11.8% |
| 6M | +6.9% | -7.9% | +14.7% | +10.3% |
| YTD | -6.3% | +18.2% | -24.5% | -15.0% |
| 1Y | +13.5% | +6.7% | +6.8% | +8.3% |
| 3Y | -33.1% | +47.5% | -80.6% | -45.6% |
| 5Y | -68.8% | +39.5% | -108.3% | -74.0% |
| All | +24.4% | +479.2% | -454.9% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling