+1,507.0%
TDY vs EFV
+252.1%
+1,254.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -1.9% | -2.0% | +0.1% | -0.2% |
| 30D | -12.5% | -0.2% | -12.3% | -12.4% |
| 3M | -0.8% | +9.1% | -9.9% | -7.9% |
| 6M | -9.0% | +11.7% | -20.7% | -17.1% |
| YTD | +16.8% | +17.0% | -0.3% | +2.2% |
| 1Y | +9.5% | +26.7% | -17.3% | -10.5% |
| 3Y | +45.4% | +90.2% | -44.7% | -16.7% |
| 5Y | +37.8% | +96.1% | -58.3% | -23.8% |
| 10Y | +470.2% | +164.5% | +305.7% | +147.3% |
| All | +1,507.0% | +252.1% | +1,254.8% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling