+25.0%
GEN vs TDY
+37.4%
-12.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.3% | -1.9% | -2.5% | -3.7% |
| 30D | +3.8% | -12.5% | +16.3% | +8.5% |
| 3M | +22.3% | -0.8% | +23.1% | +21.9% |
| 6M | +39.0% | -9.0% | +47.9% | +42.4% |
| YTD | +11.9% | +16.8% | -4.9% | +2.7% |
| 1Y | +4.5% | +9.5% | -4.9% | -1.6% |
| 3Y | +59.0% | +45.4% | +13.6% | +31.5% |
| All | +25.0% | +37.4% | -12.4% | +1.9% |
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 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