-82.0%
IRE vs TDY
+5.8%
-87.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.9% | +11.2% | +12.3% |
| 7D | +58.9% | -0.9% | +59.8% | +61.8% |
| 30D | +17.2% | -12.5% | +29.6% | +59.4% |
| 3M | -58.6% | -1.2% | -57.4% | -55.7% |
| 6M | -23.5% | -6.6% | -16.9% | -5.3% |
| YTD | -47.4% | +18.5% | -65.9% | -57.5% |
| All | -82.0% | +5.8% | -87.8% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling