+416.5%
TPR vs ED
+44.5%
+371.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.4% |
| 7D | +14.2% | +1.6% | +12.6% | +14.5% |
| 30D | +17.1% | +13.3% | +3.8% | +20.0% |
| 3M | -17.7% | +9.7% | -27.4% | -16.2% |
| 6M | -10.2% | +12.8% | -23.0% | -7.9% |
| YTD | +4.9% | +22.3% | -17.4% | +9.6% |
| 1Y | +36.1% | +26.3% | +9.8% | +43.2% |
| 3Y | +416.5% | +45.0% | +371.4% | +389.9% |
| All | +416.5% | +44.5% | +371.9% | +389.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling