+77.9%
TEM vs ED
+44.5%
+33.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.0% | -4.7% |
| 7D | -5.9% | +2.1% | -7.9% | -4.4% |
| 30D | +4.8% | +10.4% | -5.6% | +12.6% |
| 3M | +31.9% | +12.5% | +19.3% | +44.2% |
| 6M | +56.0% | +14.9% | +41.1% | +73.6% |
| YTD | +21.3% | +24.8% | -3.6% | +41.2% |
| 1Y | +5.4% | +23.8% | -18.4% | +22.6% |
| All | +77.9% | +44.5% | +33.4% | +88.9% |
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