+365.8%
TTD vs ED
+102.5%
+263.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -2.8% |
| 7D | +1.7% | +0.5% | +1.2% | +1.8% |
| 30D | +1.6% | +1.1% | +0.5% | +1.6% |
| 3M | -27.8% | +4.6% | -32.5% | -27.7% |
| 6M | -52.1% | -2.0% | -50.2% | -52.1% |
| YTD | -63.1% | +11.7% | -74.8% | -62.9% |
| 1Y | -73.1% | +15.7% | -88.8% | -72.9% |
| 3Y | -83.3% | +34.4% | -117.6% | -83.4% |
| 5Y | -80.6% | +67.3% | -147.9% | -80.9% |
| All | +365.8% | +102.5% | +263.3% | +362.3% |
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