+6,170.5%
TGT vs ED
+2,513.4%
+3,657.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.2% |
| 7D | +2.6% | +2.1% | +0.6% | +1.9% |
| 30D | +4.7% | +10.4% | -5.7% | +1.1% |
| 3M | +4.6% | +12.5% | -8.0% | +0.2% |
| 6M | +34.9% | +14.9% | +20.0% | +28.2% |
| YTD | +70.9% | +24.8% | +46.1% | +57.4% |
| 1Y | +84.4% | +23.8% | +60.5% | +70.1% |
| 3Y | +69.1% | +51.6% | +17.5% | +42.2% |
| 5Y | -26.9% | +86.4% | -113.4% | -43.6% |
| 10Y | +207.6% | +145.4% | +62.2% | +105.9% |
| All | +6,170.5% | +2,513.4% | +3,657.1% | +1,561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling