+901.9%
TTMI vs ED
+35.1%
+866.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +3.5% |
| 7D | +12.2% | +0.5% | +11.6% | +12.6% |
| 30D | -5.7% | +1.1% | -6.8% | -5.1% |
| 3M | -27.5% | +4.6% | -32.1% | -25.3% |
| 6M | +47.1% | -2.0% | +49.1% | +47.3% |
| YTD | +87.5% | +11.7% | +75.8% | +98.7% |
| 1Y | +175.2% | +15.7% | +159.5% | +197.2% |
| 3Y | +901.9% | +34.4% | +867.6% | +890.9% |
| All | +901.9% | +35.1% | +866.8% | +890.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling