+918.7%
TDY vs FIVE
+846.9%
+71.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.1% | +2.7% | +1.4% | +3.5% |
| 30D | +5.7% | +12.7% | -6.9% | +3.1% |
| 3M | -4.4% | +2.1% | -6.5% | -5.2% |
| 6M | +1.2% | +17.5% | -16.3% | -3.0% |
| YTD | +26.0% | +31.0% | -4.9% | +17.6% |
| 1Y | +27.4% | +67.7% | -40.4% | +12.9% |
| 3Y | +67.5% | +43.4% | +24.1% | +45.2% |
| 5Y | +44.9% | +18.1% | +26.8% | +27.1% |
| 10Y | +440.9% | +508.8% | -67.8% | +226.3% |
| All | +918.7% | +846.9% | +71.8% | +476.0% |
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 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