+1,471.7%
ET vs TDY
+1,687.5%
-215.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +0.6% | -1.8% | +2.5% | +1.4% |
| 30D | +5.3% | -13.8% | +19.1% | +11.7% |
| 3M | +15.6% | -3.9% | +19.5% | +17.0% |
| 6M | +20.6% | -9.0% | +29.6% | +24.1% |
| YTD | +38.5% | +16.5% | +22.0% | +28.0% |
| 1Y | +35.7% | +9.3% | +26.5% | +28.3% |
| 3Y | +98.4% | +45.1% | +53.3% | +64.5% |
| 5Y | +245.3% | +35.0% | +210.3% | +190.5% |
| 10Y | +173.7% | +469.0% | -295.3% | +33.3% |
| All | +1,471.7% | +1,687.5% | -215.7% | +466.1% |
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