+45.8%
TDY vs FIVE
+48.7%
-2.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -1.9% | +0.6% | -2.4% | -1.9% |
| 30D | -12.5% | +3.0% | -15.5% | -12.9% |
| 3M | -0.8% | +23.2% | -24.0% | -3.3% |
| 6M | -9.0% | +9.2% | -18.1% | -10.2% |
| YTD | +16.8% | +28.1% | -11.3% | +13.2% |
| 1Y | +9.5% | +65.3% | -55.8% | +3.4% |
| All | +45.8% | +48.7% | -2.9% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling