+41.0%
TDY vs ALC
-20.7%
+61.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.1% | -6.3% | +5.2% | +1.1% |
| 30D | -12.0% | -10.3% | -1.8% | -8.8% |
| 3M | -3.2% | -0.7% | -2.5% | -3.5% |
| 6M | -7.9% | -17.8% | +10.0% | -2.1% |
| YTD | +18.2% | -15.8% | +34.0% | +24.3% |
| 1Y | +6.7% | -16.7% | +23.4% | +12.3% |
| 3Y | +47.5% | -19.7% | +67.3% | +54.2% |
| All | +41.0% | -20.7% | +61.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling