-80.0%
TTD vs ED
+70.1%
-150.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.7% |
| 7D | +6.3% | -0.2% | +6.5% | +6.3% |
| 30D | -23.9% | -0.1% | -23.8% | -24.0% |
| 3M | -31.4% | +3.9% | -35.3% | -30.7% |
| 6M | -42.7% | -3.0% | -39.6% | -42.9% |
| YTD | -62.0% | +10.7% | -72.7% | -61.1% |
| 1Y | -72.2% | +13.3% | -85.5% | -71.4% |
| 3Y | -81.9% | +34.5% | -116.4% | -81.7% |
| All | -80.0% | +70.1% | -150.2% | -75.7% |
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