+738.2%
ES vs TDY
+7,137.3%
-6,399.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | -2.0% | -10.7% | +8.7% | -0.2% |
| 3M | +1.7% | -1.3% | +3.0% | +1.7% |
| 6M | -3.5% | -10.6% | +7.0% | -2.1% |
| YTD | +7.9% | +19.6% | -11.7% | +4.4% |
| 1Y | +17.2% | +11.6% | +5.5% | +14.6% |
| 3Y | +29.3% | +45.2% | -15.9% | +20.7% |
| 5Y | -5.7% | +36.1% | -41.8% | -11.6% |
| 10Y | +85.2% | +458.8% | -373.6% | +38.7% |
| All | +738.2% | +7,137.3% | -6,399.1% | +405.7% |
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