+105.0%
ED vs TRI
+191.2%
-86.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.9% | -14.4% | +12.5% | +0.8% |
| 30D | +0.1% | -8.1% | +8.2% | +1.4% |
| 3M | 0.0% | +17.5% | -17.5% | -3.9% |
| 6M | -2.5% | -5.0% | +2.4% | -2.7% |
| YTD | +10.1% | -24.7% | +34.8% | +15.9% |
| 1Y | +13.6% | -41.5% | +55.1% | +28.2% |
| 3Y | +32.4% | -20.3% | +52.8% | +33.3% |
| 5Y | +69.9% | -10.9% | +80.8% | +63.0% |
| All | +105.0% | +191.2% | -86.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling