+146.4%
TDY vs ALC
+21.6%
+124.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | +0.7% |
| 30D | -12.5% | -3.7% | -8.7% | -11.2% |
| 3M | -1.2% | +4.6% | -5.7% | -3.7% |
| 6M | -6.6% | -14.6% | +8.0% | -1.0% |
| YTD | +18.5% | -11.9% | +30.3% | +23.4% |
| 1Y | +10.8% | -13.1% | +23.9% | +15.8% |
| 3Y | +47.5% | -15.0% | +62.5% | +51.3% |
| 5Y | +35.8% | -16.2% | +52.0% | +37.2% |
| All | +146.4% | +21.6% | +124.8% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling