+11.6%
TDY vs FIVE
+66.7%
-55.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.4% |
| 7D | -1.8% | +4.3% | -6.1% | -2.5% |
| 30D | -10.7% | +12.5% | -23.2% | -12.7% |
| 3M | -1.3% | +31.2% | -32.5% | -6.4% |
| 6M | -10.6% | +14.4% | -24.9% | -13.0% |
| YTD | +19.6% | +33.9% | -14.3% | +12.0% |
| 1Y | +11.6% | +65.1% | -53.4% | +1.0% |
| All | +11.6% | +66.7% | -55.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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