+52.2%
TEM vs ED
+28.4%
+23.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -5.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.2% |
| 30D | +11.3% | +1.9% | +9.3% | +12.9% |
| 3M | +25.5% | +1.9% | +23.7% | +27.6% |
| 6M | +17.1% | -2.3% | +19.4% | +17.0% |
| YTD | +3.8% | +10.9% | -7.1% | +10.8% |
| 1Y | -24.4% | +14.5% | -38.9% | -17.7% |
| All | +52.2% | +28.4% | +23.9% | +48.2% |
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