+356.2%
TPR vs ED
+147.1%
+209.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.6% |
| 7D | -0.3% | +2.1% | -2.4% | -1.0% |
| 30D | +15.1% | +10.4% | +4.7% | +11.4% |
| 3M | +3.5% | +12.5% | -9.0% | -0.5% |
| 6M | +0.4% | +14.9% | -14.5% | -4.4% |
| YTD | +4.6% | +24.8% | -20.2% | -3.8% |
| 1Y | +33.1% | +23.8% | +9.3% | +22.6% |
| 3Y | +396.0% | +51.6% | +344.3% | +304.0% |
| 5Y | +230.3% | +86.4% | +143.9% | +133.9% |
| All | +356.2% | +147.1% | +209.1% | +223.5% |
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 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