+550.0%
FE vs TDY
+7,137.3%
-6,587.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | +1.9% | -1.8% | +3.8% | +2.2% |
| 30D | -1.2% | -10.7% | +9.5% | +0.6% |
| 3M | +3.5% | -1.3% | +4.8% | +3.5% |
| 6M | -6.1% | -10.6% | +4.5% | -4.6% |
| YTD | +7.6% | +19.6% | -12.0% | +4.0% |
| 1Y | +11.9% | +11.6% | +0.3% | +9.3% |
| 3Y | +48.4% | +45.2% | +3.2% | +37.9% |
| 5Y | +44.8% | +36.1% | +8.7% | +35.1% |
| 10Y | +115.9% | +458.8% | -343.0% | +61.7% |
| All | +550.0% | +7,137.3% | -6,587.3% | +285.3% |
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