-28.2%
EW vs TDY
+34.3%
-62.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -3.4% | -1.9% | -1.5% | -2.6% |
| 30D | -7.4% | -12.5% | +5.1% | -2.2% |
| 3M | +0.9% | -0.8% | +1.7% | +0.8% |
| 6M | +1.2% | -9.0% | +10.1% | +4.5% |
| YTD | +1.8% | +16.8% | -15.0% | -6.2% |
| 1Y | +10.8% | +9.5% | +1.4% | +4.7% |
| 3Y | +17.1% | +45.4% | -28.3% | -6.0% |
| 5Y | -28.2% | +37.8% | -66.0% | -41.8% |
| All | -28.2% | +34.3% | -62.5% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling