+97.3%
ES vs TDY
+434.3%
-337.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +2.7% | +4.1% | -1.4% | +1.7% |
| 30D | +7.6% | +5.7% | +1.9% | +5.8% |
| 3M | +0.5% | -4.4% | +4.9% | +1.2% |
| 6M | +7.6% | +1.2% | +6.4% | +6.6% |
| YTD | +10.2% | +26.0% | -15.8% | +2.9% |
| 1Y | +1.8% | +27.4% | -25.5% | -5.2% |
| 3Y | +55.4% | +67.5% | -12.1% | +33.7% |
| 5Y | +7.3% | +44.9% | -37.5% | -5.5% |
| All | +97.3% | +434.3% | -337.0% | +53.8% |
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