+843.5%
TTMI vs ED
+71.7%
+771.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +3.1% |
| 7D | +12.2% | +0.5% | +11.6% | +12.2% |
| 30D | -5.7% | +1.1% | -6.8% | -5.6% |
| 3M | -27.5% | +4.6% | -32.1% | -27.3% |
| 6M | +47.1% | -2.0% | +49.1% | +47.2% |
| YTD | +87.5% | +11.7% | +75.8% | +87.1% |
| 1Y | +175.2% | +15.7% | +159.5% | +173.6% |
| 3Y | +901.9% | +34.4% | +867.6% | +806.5% |
| 5Y | +843.5% | +67.3% | +776.2% | +698.3% |
| All | +843.5% | +71.7% | +771.8% | +698.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling