+11.6%
TDY vs EFV
+30.7%
-19.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.8% | +1.5% | -3.3% | -3.1% |
| 30D | -10.7% | +1.7% | -12.4% | -12.1% |
| 3M | -1.3% | +8.6% | -9.9% | -8.5% |
| 6M | -10.6% | +11.7% | -22.2% | -19.3% |
| YTD | +19.6% | +19.3% | +0.3% | -0.7% |
| 1Y | +11.6% | +30.2% | -18.6% | -14.9% |
| All | +11.6% | +30.7% | -19.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling