+110.0%
FE vs TDY
+479.2%
-369.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.4% | -1.1% | -0.2% | -1.1% |
| 30D | -1.9% | -12.0% | +10.2% | +1.6% |
| 3M | -0.2% | -3.2% | +3.0% | +0.5% |
| 6M | -7.1% | -7.9% | +0.8% | -5.5% |
| YTD | +6.1% | +18.2% | -12.1% | +0.2% |
| 1Y | +10.1% | +6.7% | +3.4% | +6.9% |
| 3Y | +46.9% | +47.5% | -0.7% | +27.6% |
| 5Y | +50.0% | +39.5% | +10.5% | +30.7% |
| All | +110.0% | +479.2% | -369.2% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling