+78.5%
TGT vs ED
+13.6%
+64.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -5.0% | -1.9% | -3.2% | -4.8% |
| 30D | +3.0% | +0.1% | +2.9% | +3.0% |
| 3M | +22.6% | 0.0% | +22.6% | +22.5% |
| 6M | +31.2% | -2.5% | +33.7% | +31.2% |
| YTD | +63.7% | +10.1% | +53.6% | +61.6% |
| 1Y | +78.5% | +13.6% | +64.9% | +74.6% |
| All | +78.5% | +13.6% | +64.9% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling