+70.4%
TGT vs ED
+47.9%
+22.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +6.7% | +11.2% | -4.5% | +5.6% |
| 3M | +8.4% | +11.8% | -3.4% | +7.3% |
| 6M | +40.7% | +14.1% | +26.6% | +39.2% |
| YTD | +72.2% | +23.0% | +49.3% | +70.0% |
| 1Y | +86.2% | +23.7% | +62.5% | +83.7% |
| All | +70.4% | +47.9% | +22.5% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling