+443.1%
TTMI vs ED
+928.5%
-485.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +9.3% |
| 7D | +5.9% | -0.2% | +6.0% | +5.9% |
| 30D | -4.3% | -0.1% | -4.2% | -4.3% |
| 3M | -32.0% | +3.9% | -36.0% | -33.6% |
| 6M | +19.5% | -3.0% | +22.5% | +19.5% |
| YTD | +82.0% | +10.7% | +71.3% | +72.7% |
| 1Y | +172.6% | +13.3% | +159.3% | +154.2% |
| 3Y | +744.7% | +34.5% | +710.2% | +606.9% |
| 5Y | +805.6% | +67.1% | +738.4% | +580.1% |
| 10Y | +1,057.6% | +103.0% | +954.6% | +634.7% |
| All | +443.1% | +928.5% | -485.4% | +102.5% |
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