+8.2%
TTMI vs ED
+24.2%
-16.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -2.8% |
| 7D | +22.6% | -1.7% | +24.3% | +19.3% |
| 30D | -34.3% | +10.7% | -45.0% | -19.8% |
| 3M | -44.8% | +11.6% | -56.4% | -31.8% |
| 6M | -53.3% | +13.5% | -66.8% | -40.7% |
| YTD | +10.6% | +23.1% | -12.6% | +51.1% |
| 1Y | +8.2% | +23.1% | -14.9% | +51.9% |
| All | +8.2% | +24.2% | -16.0% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling