+1,094.7%
TTMI vs ED
+105.2%
+989.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.9% |
| 7D | +7.5% | -0.2% | +7.6% | +7.5% |
| 30D | -4.5% | +1.9% | -6.4% | -4.7% |
| 3M | -28.5% | +1.9% | -30.4% | -28.9% |
| 6M | +28.4% | -2.3% | +30.6% | +28.3% |
| YTD | +80.1% | +10.9% | +69.2% | +76.2% |
| 1Y | +161.0% | +14.5% | +146.5% | +153.1% |
| 3Y | +862.4% | +33.4% | +829.0% | +775.2% |
| 5Y | +812.9% | +67.3% | +745.7% | +682.1% |
| 10Y | +1,094.7% | +110.7% | +984.0% | +964.2% |
| All | +1,094.7% | +105.2% | +989.5% | +964.2% |
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 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