+7,716.4%
TPR vs ED
+938.4%
+6,778.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 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% | -14.4% |
| 6M | -21.4% | -3.0% | -18.4% | -20.7% |
| YTD | -3.5% | +10.7% | -14.2% | -9.3% |
| 1Y | +17.4% | +13.3% | +4.0% | +8.5% |
| 3Y | +291.3% | +34.5% | +256.8% | +216.1% |
| 5Y | +241.9% | +67.1% | +174.8% | +134.9% |
| 10Y | +322.7% | +103.0% | +219.6% | +149.4% |
| All | +7,716.4% | +938.4% | +6,778.0% | +1,643.0% |
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