+559.8%
FE vs TDY
+7,529.4%
-6,969.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.2% | +4.1% | -2.8% | +0.6% |
| 30D | +4.5% | +5.7% | -1.2% | +3.5% |
| 3M | +1.3% | -4.4% | +5.8% | +1.9% |
| 6M | +8.7% | +1.2% | +7.4% | +8.0% |
| YTD | +9.2% | +26.0% | -16.8% | +4.5% |
| 1Y | +7.0% | +27.4% | -20.4% | +2.1% |
| 3Y | +51.4% | +67.5% | -16.1% | +37.2% |
| 5Y | +47.7% | +44.9% | +2.8% | +36.2% |
| 10Y | +125.0% | +440.9% | -316.0% | +68.9% |
| All | +559.8% | +7,529.4% | -6,969.6% | +287.1% |
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