+29.5%
TPR vs ED
+25.7%
+3.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +12.1% | +2.1% | +9.9% | +12.3% |
| 30D | +16.7% | +12.4% | +4.3% | +18.9% |
| 3M | -17.4% | +13.1% | -30.5% | -15.7% |
| 6M | +2.3% | +14.1% | -11.8% | +4.7% |
| YTD | +7.1% | +23.1% | -15.9% | +12.6% |
| 1Y | +29.5% | +25.4% | +4.0% | +37.3% |
| All | +29.5% | +25.7% | +3.8% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling