+146.0%
TT vs ED
+67.1%
+79.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -7.2% | -0.1% | -7.0% | -7.1% |
| 3M | -3.0% | +3.9% | -6.9% | -3.9% |
| 6M | +1.4% | -3.0% | +4.4% | +1.7% |
| YTD | +15.9% | +10.7% | +5.2% | +12.9% |
| 1Y | +9.4% | +13.3% | -3.9% | +5.8% |
| 3Y | +124.4% | +34.5% | +89.9% | +99.3% |
| All | +146.0% | +67.1% | +79.0% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling