+734.7%
TT vs ED
+136.7%
+598.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | +2.1% | -1.3% | +0.2% |
| 30D | -11.8% | +12.4% | -24.2% | -14.8% |
| 3M | -11.6% | +13.1% | -24.7% | -14.8% |
| 6M | -9.3% | +14.1% | -23.4% | -13.1% |
| YTD | +8.9% | +23.1% | -14.2% | +1.7% |
| 1Y | -2.2% | +25.4% | -27.7% | -9.3% |
| 3Y | +91.9% | +47.9% | +44.0% | +64.7% |
| 5Y | +136.0% | +81.9% | +54.1% | +87.2% |
| 10Y | +734.7% | +141.3% | +593.5% | +549.7% |
| All | +734.7% | +136.7% | +598.0% | +549.7% |
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