-5.8%
TDG vs ED
+27.1%
-32.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | +7.1% | +5.4% | +1.7% | +6.9% |
| 30D | +11.4% | +16.4% | -5.0% | +11.3% |
| 3M | -4.6% | +11.9% | -16.4% | -4.8% |
| 6M | +5.8% | +11.6% | -5.7% | +5.2% |
| YTD | -8.5% | +24.1% | -32.6% | -8.9% |
| 1Y | -5.8% | +26.9% | -32.7% | -6.4% |
| All | -5.8% | +27.1% | -32.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling