-53.1%
TE vs TDY
+64.3%
-117.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | 0.0% |
| 7D | +0.2% | -1.1% | +1.3% | +0.8% |
| 30D | -5.9% | -12.0% | +6.1% | +1.0% |
| 3M | -45.6% | -3.2% | -42.4% | -44.1% |
| 6M | -43.4% | -7.9% | -35.5% | -40.3% |
| YTD | -31.0% | +18.2% | -49.2% | -35.7% |
| 1Y | +145.2% | +6.7% | +138.6% | +140.3% |
| 3Y | -24.1% | +47.5% | -71.6% | -35.0% |
| 5Y | -48.1% | +39.5% | -87.6% | -55.2% |
| All | -53.1% | +64.3% | -117.3% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling