+145.9%
TDY vs ALC
+16.1%
+129.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -1.1% | -6.3% | +5.2% | +1.7% |
| 30D | -12.0% | -10.3% | -1.8% | -7.9% |
| 3M | -3.2% | -0.7% | -2.5% | -3.5% |
| 6M | -7.9% | -17.8% | +10.0% | -0.8% |
| YTD | +18.2% | -15.8% | +34.0% | +25.6% |
| 1Y | +6.7% | -16.7% | +23.4% | +13.5% |
| 3Y | +47.5% | -19.7% | +67.3% | +55.2% |
| 5Y | +39.5% | -19.8% | +59.3% | +43.6% |
| All | +145.9% | +16.1% | +129.7% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling