+50.0%
TDG vs ED
+34.3%
+15.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -8.0% | +1.9% | -9.9% | -8.1% |
| 3M | -10.5% | +1.9% | -12.3% | -10.6% |
| 6M | -11.9% | -2.3% | -9.7% | -11.9% |
| YTD | -15.4% | +10.9% | -26.2% | -16.4% |
| 1Y | -14.2% | +14.5% | -28.7% | -15.6% |
| All | +50.0% | +34.3% | +15.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling