-67.1%
SE vs TDY
+39.0%
-106.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -2.2% |
| 7D | -5.2% | -1.1% | -4.1% | -4.4% |
| 30D | -17.1% | -12.0% | -5.0% | -9.0% |
| 3M | +24.0% | -3.2% | +27.2% | +25.6% |
| 6M | +21.0% | -7.9% | +28.8% | +26.4% |
| YTD | -16.7% | +18.2% | -34.9% | -31.1% |
| 1Y | -45.9% | +6.7% | -52.6% | -51.0% |
| 3Y | +177.8% | +47.5% | +130.3% | +81.0% |
| All | -67.1% | +39.0% | -106.1% | -78.1% |
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 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