+15,818.7%
TT vs ED
+2,217.3%
+13,601.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.2% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -7.4% | -0.1% | -7.2% | -7.4% |
| 3M | -3.2% | +3.9% | -7.1% | -5.1% |
| 6M | +1.1% | -3.0% | +4.1% | +1.8% |
| YTD | +15.6% | +10.7% | +4.9% | +10.0% |
| 1Y | +9.2% | +13.3% | -4.2% | +2.5% |
| 3Y | +124.4% | +34.5% | +89.9% | +91.0% |
| 5Y | +138.0% | +67.1% | +70.9% | +82.1% |
| 10Y | +886.4% | +103.0% | +783.3% | +560.2% |
| All | +15,818.7% | +2,217.3% | +13,601.4% | +3,549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling