+37.8%
TDY vs ALM
+856.4%
-818.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.8% |
| 7D | -1.9% | -7.1% | +5.2% | -1.5% |
| 30D | -12.5% | +24.7% | -37.2% | -13.9% |
| 3M | -0.8% | +8.3% | -9.1% | -1.9% |
| 6M | -9.0% | -22.2% | +13.2% | -8.9% |
| YTD | +16.8% | +88.1% | -71.3% | +12.1% |
| 1Y | +9.5% | +272.4% | -262.9% | +1.9% |
| 3Y | +45.4% | +2,004.1% | -1,958.7% | +23.6% |
| 5Y | +37.8% | +915.8% | -878.0% | +20.1% |
| All | +37.8% | +856.4% | -818.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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