+741.5%
TT vs ED
+141.1%
+600.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | -11.0% | +11.2% | -22.2% | -13.8% |
| 3M | -12.0% | +11.8% | -23.8% | -14.9% |
| 6M | -10.4% | +14.1% | -24.5% | -14.2% |
| YTD | +9.9% | +23.0% | -13.0% | +2.7% |
| 1Y | +1.5% | +23.7% | -22.2% | -5.4% |
| 3Y | +93.7% | +47.7% | +46.0% | +66.3% |
| 5Y | +139.2% | +82.6% | +56.6% | +89.4% |
| 10Y | +741.5% | +141.8% | +599.7% | +555.7% |
| All | +741.5% | +141.1% | +600.4% | +555.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling