+173.8%
ET vs TDY
+479.2%
-305.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.4% |
| 7D | +0.2% | -1.1% | +1.4% | +0.8% |
| 30D | +2.9% | -12.0% | +14.9% | +9.6% |
| 3M | +16.8% | -3.2% | +20.0% | +18.1% |
| 6M | +18.9% | -7.9% | +26.7% | +22.3% |
| YTD | +37.7% | +18.2% | +19.5% | +23.3% |
| 1Y | +32.4% | +6.7% | +25.8% | +24.7% |
| 3Y | +99.5% | +47.5% | +51.9% | +54.2% |
| 5Y | +244.0% | +39.5% | +204.5% | +167.1% |
| All | +173.8% | +479.2% | -305.5% | -19.0% |
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