+383.3%
TPR vs ED
+136.7%
+246.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +12.1% | +2.1% | +9.9% | +11.3% |
| 30D | +16.7% | +12.4% | +4.3% | +12.2% |
| 3M | -17.4% | +13.1% | -30.5% | -20.8% |
| 6M | +2.3% | +14.1% | -11.8% | -2.4% |
| YTD | +7.1% | +23.1% | -15.9% | -1.0% |
| 1Y | +29.5% | +25.4% | +4.0% | +18.7% |
| 3Y | +415.0% | +47.9% | +367.2% | +323.9% |
| 5Y | +261.5% | +81.9% | +179.6% | +158.8% |
| 10Y | +383.3% | +141.3% | +242.1% | +246.2% |
| All | +383.3% | +136.7% | +246.6% | +246.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling