+41.0%
TDY vs EFV
+95.9%
-54.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | -12.0% | +0.6% | -12.7% | -12.5% |
| 3M | -3.2% | +7.5% | -10.7% | -8.3% |
| 6M | -7.9% | +13.0% | -20.9% | -15.9% |
| YTD | +18.2% | +18.3% | -0.1% | +4.3% |
| 1Y | +6.7% | +26.7% | -20.1% | -10.5% |
| 3Y | +47.5% | +89.6% | -42.0% | -9.0% |
| All | +41.0% | +95.9% | -54.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling