-75.3%
TTD vs ED
+50.2%
-125.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +2.0% |
| 7D | +21.3% | +2.1% | +19.2% | +22.5% |
| 30D | +28.7% | +10.4% | +18.3% | +35.2% |
| 3M | +7.7% | +12.5% | -4.9% | +14.2% |
| 6M | -23.5% | +14.9% | -38.4% | -17.7% |
| YTD | -58.7% | +24.8% | -83.5% | -53.1% |
| 1Y | -63.4% | +23.8% | -87.3% | -58.6% |
| 3Y | -75.3% | +51.6% | -126.9% | -71.3% |
| All | -75.3% | +50.2% | -125.4% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling