+597.0%
SE vs TDY
+270.0%
+327.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +0.6% | -0.9% | +1.5% | +1.1% |
| 30D | -0.1% | -12.5% | +12.4% | +7.4% |
| 3M | +34.1% | -1.2% | +35.3% | +34.1% |
| 6M | +23.2% | -6.6% | +29.8% | +26.5% |
| YTD | -11.2% | +18.5% | -29.6% | -21.6% |
| 1Y | -40.5% | +10.8% | -51.3% | -45.4% |
| 3Y | +196.3% | +47.5% | +148.8% | +127.5% |
| 5Y | -67.0% | +35.8% | -102.8% | -73.2% |
| All | +597.0% | +270.0% | +327.0% | +288.7% |
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