+49.5%
EQT vs TDY
+472.2%
-422.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.2% | -1.9% | +0.7% | -0.4% |
| 30D | +1.1% | -12.5% | +13.6% | +6.5% |
| 3M | +4.8% | -0.8% | +5.6% | +4.7% |
| 6M | -10.6% | -9.0% | -1.6% | -8.0% |
| YTD | +3.4% | +16.8% | -13.4% | -4.4% |
| 1Y | +8.7% | +9.5% | -0.8% | +3.0% |
| 3Y | +35.0% | +45.4% | -10.5% | +12.4% |
| 5Y | +204.2% | +37.8% | +166.4% | +156.9% |
| All | +49.5% | +472.2% | -422.7% | -35.5% |
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 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