+127.9%
TT vs ED
+80.7%
+47.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +2.7% |
| 7D | -2.0% | +1.6% | -3.7% | -2.3% |
| 30D | -14.0% | +13.3% | -27.3% | -16.0% |
| 3M | -15.9% | +9.7% | -25.6% | -17.4% |
| 6M | -17.3% | +12.8% | -30.1% | -19.4% |
| YTD | +4.0% | +22.3% | -18.4% | -0.7% |
| 1Y | -7.1% | +26.3% | -33.4% | -12.0% |
| 3Y | +90.2% | +45.0% | +45.2% | +67.0% |
| All | +127.9% | +80.7% | +47.2% | +80.9% |
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