+329.6%
TTD vs ED
+121.7%
+207.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.8% |
| 7D | +5.2% | +1.6% | +3.6% | +5.3% |
| 30D | +6.9% | +13.3% | -6.4% | +7.6% |
| 3M | -26.8% | +9.7% | -36.5% | -26.5% |
| 6M | -46.1% | +12.8% | -58.9% | -45.8% |
| YTD | -65.9% | +22.3% | -88.3% | -65.6% |
| 1Y | -71.8% | +26.3% | -98.1% | -71.5% |
| 3Y | -83.3% | +45.0% | -128.3% | -83.4% |
| 5Y | -81.1% | +80.2% | -161.3% | -81.4% |
| 10Y | +441.7% | +129.9% | +311.8% | +422.2% |
| All | +329.6% | +121.7% | +207.9% | +328.2% |
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