-68.5%
EL vs TDY
+39.0%
-107.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.1% |
| 7D | -6.5% | -1.1% | -5.4% | -5.8% |
| 30D | +11.1% | -12.0% | +23.2% | +20.0% |
| 3M | +10.7% | -3.2% | +13.9% | +12.0% |
| 6M | +6.9% | -7.9% | +14.7% | +11.1% |
| YTD | -6.3% | +18.2% | -24.5% | -18.5% |
| 1Y | +13.5% | +6.7% | +6.8% | +5.7% |
| 3Y | -33.1% | +47.5% | -80.6% | -50.7% |
| All | -68.5% | +39.0% | -107.5% | -76.4% |
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