+866.4%
TDY vs FIVE
+868.1%
-1.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.6% |
| 7D | -1.8% | +4.3% | -6.1% | -2.7% |
| 30D | -10.7% | +12.5% | -23.2% | -13.0% |
| 3M | -1.3% | +31.2% | -32.5% | -7.1% |
| 6M | -10.6% | +14.4% | -24.9% | -13.9% |
| YTD | +19.6% | +33.9% | -14.3% | +11.3% |
| 1Y | +11.6% | +65.1% | -53.4% | -0.9% |
| 3Y | +45.2% | +49.0% | -3.8% | +24.9% |
| 5Y | +36.1% | +30.3% | +5.8% | +16.6% |
| 10Y | +458.8% | +481.1% | -22.3% | +239.0% |
| All | +866.4% | +868.1% | -1.8% | +445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling