+412.3%
TTD vs ED
+123.1%
+289.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.3% |
| 7D | +19.9% | +2.1% | +17.8% | +20.0% |
| 30D | +27.6% | +12.4% | +15.2% | +28.4% |
| 3M | +15.2% | +13.1% | +2.0% | +15.9% |
| 6M | -33.2% | +14.1% | -47.3% | -32.7% |
| YTD | -59.4% | +23.1% | -82.4% | -59.0% |
| 1Y | -64.4% | +25.4% | -89.8% | -64.0% |
| 3Y | -75.9% | +47.9% | -123.8% | -76.0% |
| 5Y | -82.6% | +81.9% | -164.5% | -82.8% |
| 10Y | +558.1% | +141.3% | +416.9% | +538.2% |
| All | +412.3% | +123.1% | +289.2% | +410.8% |
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