-35.2%
TE vs ED
-2.9%
-32.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | -1.8% |
| 7D | -4.0% | -0.2% | -3.8% | -4.5% |
| 30D | -15.9% | -0.1% | -15.8% | -16.3% |
| 3M | -60.5% | +3.9% | -64.5% | -56.1% |
| 6M | -35.2% | -3.0% | -32.2% | -36.6% |
| All | -35.2% | -2.9% | -32.3% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling