-26.4%
TGT vs ED
+82.5%
-108.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | +6.7% | +11.2% | -4.5% | +3.9% |
| 3M | +8.4% | +11.8% | -3.4% | +5.5% |
| 6M | +40.7% | +14.1% | +26.6% | +36.2% |
| YTD | +72.2% | +23.0% | +49.3% | +63.4% |
| 1Y | +86.2% | +23.7% | +62.5% | +76.3% |
| 3Y | +68.8% | +47.7% | +21.1% | +45.8% |
| All | -26.4% | +82.5% | -108.9% | -43.5% |
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