+30.7%
ED vs TLN
+583.6%
-552.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.1% |
| 7D | -0.2% | +7.1% | -7.2% | +0.3% |
| 30D | -0.1% | -3.9% | +3.8% | -0.3% |
| 3M | +3.9% | -16.2% | +20.1% | +3.1% |
| 6M | -3.0% | -5.8% | +2.8% | -2.9% |
| YTD | +10.7% | -15.4% | +26.1% | +10.4% |
| 1Y | +13.3% | -16.7% | +30.0% | +13.1% |
| 3Y | +34.5% | +473.8% | -439.3% | +41.8% |
| All | +30.7% | +583.6% | -552.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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