-83.2%
IRE vs TDY
+4.1%
-87.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -3.0% |
| 7D | +29.0% | -1.8% | +30.9% | +34.9% |
| 30D | +24.2% | -13.8% | +38.0% | +75.1% |
| 3M | -53.2% | -3.9% | -49.3% | -46.2% |
| 6M | -36.0% | -9.0% | -27.0% | -15.9% |
| YTD | -51.0% | +16.5% | -67.6% | -58.8% |
| All | -83.2% | +4.1% | -87.3% | -81.0% |
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