+748.4%
TT vs ED
+143.7%
+604.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +8.1% | -1.7% | +9.8% | +8.5% |
| 30D | -11.3% | +10.7% | -22.0% | -14.0% |
| 3M | -11.2% | +11.6% | -22.8% | -14.1% |
| 6M | -8.9% | +13.5% | -22.4% | -12.6% |
| YTD | +9.7% | +23.1% | -13.4% | +2.5% |
| 1Y | +1.3% | +23.1% | -21.8% | -5.5% |
| 3Y | +93.4% | +47.9% | +45.4% | +66.0% |
| 5Y | +133.5% | +83.9% | +49.7% | +84.5% |
| All | +748.4% | +143.7% | +604.7% | +562.1% |
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