-49.3%
TE vs TDY
+39.0%
-88.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | -0.6% |
| 7D | +0.2% | -1.1% | +1.3% | +1.3% |
| 30D | -5.9% | -12.0% | +6.1% | +7.7% |
| 3M | -45.6% | -3.2% | -42.4% | -42.8% |
| 6M | -43.4% | -7.9% | -35.5% | -37.6% |
| YTD | -31.0% | +18.2% | -49.2% | -41.8% |
| 1Y | +145.2% | +6.7% | +138.6% | +130.1% |
| 3Y | -24.1% | +47.5% | -71.6% | -49.5% |
| All | -49.3% | +39.0% | -88.4% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling