+695.5%
TDY vs ALM
+8,394.4%
-7,698.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -0.9% |
| 7D | -0.9% | +8.4% | -9.3% | -0.9% |
| 30D | -12.5% | +34.8% | -47.3% | -12.6% |
| 3M | -1.2% | +16.2% | -17.4% | -1.3% |
| 6M | -6.6% | +2.1% | -8.7% | -6.6% |
| YTD | +18.5% | +117.0% | -98.6% | +18.1% |
| 1Y | +10.8% | +313.9% | -303.1% | +10.2% |
| 3Y | +47.5% | +2,327.9% | -2,280.4% | +45.9% |
| 5Y | +35.8% | +1,040.6% | -1,004.8% | +34.4% |
| 10Y | +459.0% | +3,219.4% | -2,760.5% | +451.5% |
| All | +695.5% | +8,394.4% | -7,698.8% | +679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling