+537.0%
TDG vs ED
+108.5%
+428.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -7.7% | -0.4% | -7.3% | -7.6% |
| 3M | -9.3% | +0.5% | -9.8% | -9.5% |
| 6M | -9.4% | -3.1% | -6.2% | -8.9% |
| YTD | -14.3% | +9.8% | -24.1% | -16.6% |
| 1Y | -11.8% | +12.6% | -24.4% | -14.9% |
| 3Y | +52.0% | +31.4% | +20.6% | +39.1% |
| 5Y | +128.8% | +69.4% | +59.4% | +96.2% |
| All | +537.0% | +108.5% | +428.5% | +405.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling