+124.0%
TDG vs ED
+85.1%
+38.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +9.7% | +10.4% | -0.7% | +7.0% |
| 3M | -2.3% | +12.5% | -14.9% | -5.2% |
| 6M | +1.3% | +14.9% | -13.6% | -2.3% |
| YTD | -8.5% | +24.8% | -33.3% | -14.0% |
| 1Y | -8.1% | +23.8% | -32.0% | -13.6% |
| 3Y | +43.4% | +51.6% | -8.3% | +22.9% |
| All | +124.0% | +85.1% | +38.9% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling