+6,206.9%
EW vs TDY
+3,567.2%
+2,639.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -3.3% | -12.5% | +9.1% | -0.5% |
| 3M | +1.0% | -1.2% | +2.2% | +1.1% |
| 6M | +6.2% | -6.6% | +12.8% | +7.5% |
| YTD | +1.7% | +18.5% | -16.7% | -2.4% |
| 1Y | +8.1% | +10.8% | -2.6% | +5.1% |
| 3Y | +17.1% | +47.5% | -30.4% | +6.3% |
| 5Y | -29.4% | +35.8% | -65.2% | -34.8% |
| 10Y | +121.7% | +459.0% | -337.2% | +57.2% |
| All | +6,206.9% | +3,567.2% | +2,639.8% | +3,276.8% |
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 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