+1,593.3%
EQT vs TDY
+6,969.6%
-5,376.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | +1.1% | -12.5% | +13.6% | +4.4% |
| 3M | +4.8% | -0.8% | +5.6% | +4.8% |
| 6M | -10.6% | -9.0% | -1.6% | -8.9% |
| YTD | +3.4% | +16.8% | -13.4% | -1.1% |
| 1Y | +8.7% | +9.5% | -0.8% | +5.4% |
| 3Y | +35.0% | +45.4% | -10.5% | +21.6% |
| 5Y | +204.2% | +37.8% | +166.4% | +177.5% |
| 10Y | +52.5% | +470.2% | -417.7% | -0.9% |
| All | +1,593.3% | +6,969.6% | -5,376.3% | +747.1% |
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