+15.9%
EW vs TDY
+45.1%
-29.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | -7.4% | -12.5% | +5.1% | -4.0% |
| 3M | +0.9% | -0.8% | +1.7% | +0.8% |
| 6M | +1.2% | -9.0% | +10.1% | +3.4% |
| YTD | +1.8% | +16.8% | -15.0% | -3.4% |
| 1Y | +10.8% | +9.5% | +1.4% | +7.0% |
| All | +15.9% | +45.1% | -29.2% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling