+132.3%
TT vs ED
+85.1%
+47.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +4.0% | +2.1% | +2.0% | +3.7% |
| 30D | -11.3% | +10.4% | -21.7% | -12.9% |
| 3M | -12.3% | +12.5% | -24.8% | -14.2% |
| 6M | -10.8% | +14.9% | -25.8% | -13.4% |
| YTD | +8.2% | +24.8% | -16.7% | +2.9% |
| 1Y | +1.5% | +23.8% | -22.4% | -3.3% |
| 3Y | +91.5% | +51.6% | +39.8% | +65.4% |
| All | +132.3% | +85.1% | +47.2% | +81.8% |
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