+318.5%
TPR vs ED
+101.3%
+217.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -23.0% | -0.1% | -22.8% | -23.0% |
| 3M | -12.5% | +3.9% | -16.4% | -13.8% |
| 6M | -21.4% | -3.0% | -18.4% | -20.9% |
| YTD | -3.5% | +10.7% | -14.2% | -7.5% |
| 1Y | +17.4% | +13.3% | +4.0% | +11.1% |
| 3Y | +291.3% | +34.5% | +256.8% | +232.1% |
| 5Y | +241.9% | +67.1% | +174.8% | +151.4% |
| All | +318.5% | +101.3% | +217.2% | +212.3% |
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