+8,398.6%
TPR vs ED
+1,047.5%
+7,351.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.2% |
| 7D | +14.2% | +1.6% | +12.6% | +13.3% |
| 30D | +17.1% | +13.3% | +3.8% | +10.0% |
| 3M | -17.7% | +9.7% | -27.4% | -21.5% |
| 6M | -10.2% | +12.8% | -23.0% | -15.8% |
| YTD | +4.9% | +22.3% | -17.4% | -6.2% |
| 1Y | +36.1% | +26.3% | +9.8% | +19.5% |
| 3Y | +416.5% | +45.0% | +371.4% | +303.6% |
| 5Y | +254.8% | +80.2% | +174.6% | +136.2% |
| 10Y | +391.7% | +129.9% | +261.9% | +172.4% |
| All | +8,398.6% | +1,047.5% | +7,351.1% | +1,702.7% |
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