-25.6%
TGT vs ED
+66.8%
-92.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -5.0% | -1.9% | -3.2% | -4.7% |
| 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% | +31.7% |
| YTD | +63.7% | +10.1% | +53.6% | +59.8% |
| 1Y | +78.5% | +13.6% | +64.9% | +72.9% |
| 3Y | +40.5% | +32.4% | +8.1% | +25.8% |
| 5Y | -25.6% | +69.9% | -95.4% | -34.5% |
| All | -25.6% | +66.8% | -92.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling