+45.6%
EXC vs TDY
+34.3%
+11.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.6% | -1.9% | +0.2% | -1.3% |
| 30D | -2.4% | -12.5% | +10.1% | +0.3% |
| 3M | -4.0% | -0.8% | -3.2% | -4.1% |
| 6M | -9.8% | -9.0% | -0.8% | -8.3% |
| YTD | +2.3% | +16.8% | -14.5% | -2.7% |
| 1Y | +3.8% | +9.5% | -5.6% | +0.2% |
| 3Y | +19.7% | +45.4% | -25.7% | +4.2% |
| 5Y | +45.6% | +37.8% | +7.8% | +24.5% |
| All | +45.6% | +34.3% | +11.3% | +24.5% |
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