+8,486.3%
TPR vs ED
+1,075.4%
+7,410.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +6.6% |
| 7D | +13.9% | +5.2% | +8.7% | +11.1% |
| 30D | +14.9% | +15.5% | -0.6% | +7.0% |
| 3M | -15.4% | +13.0% | -28.4% | -20.5% |
| 6M | -4.5% | +13.1% | -17.6% | -10.6% |
| YTD | +6.0% | +25.3% | -19.3% | -6.4% |
| 1Y | +24.3% | +30.5% | -6.2% | +7.3% |
| 3Y | +412.8% | +49.3% | +363.5% | +294.8% |
| 5Y | +258.4% | +84.6% | +173.9% | +135.9% |
| 10Y | +396.8% | +135.4% | +261.4% | +171.9% |
| All | +8,486.3% | +1,075.4% | +7,410.9% | +1,699.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling