+97.3%
TEM vs ED
+42.3%
+55.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +5.1% | -0.9% | +6.0% | +4.6% |
| 30D | +16.8% | +11.2% | +5.6% | +25.9% |
| 3M | +42.6% | +11.8% | +30.8% | +55.0% |
| 6M | +63.9% | +14.1% | +49.8% | +81.2% |
| YTD | +34.5% | +23.0% | +11.6% | +54.9% |
| 1Y | +11.0% | +23.7% | -12.7% | +28.5% |
| All | +97.3% | +42.3% | +55.0% | +107.2% |
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