+220.3%
TTMI vs ED
+1,060.0%
-839.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.3% |
| 7D | +11.4% | +2.1% | +9.3% | +10.6% |
| 30D | -28.3% | +10.4% | -38.7% | -31.3% |
| 3M | -46.7% | +12.5% | -59.2% | -49.4% |
| 6M | -56.1% | +14.9% | -71.0% | -59.0% |
| YTD | +7.4% | +24.8% | -17.5% | -3.4% |
| 1Y | +17.4% | +23.8% | -6.4% | +5.7% |
| 3Y | +429.1% | +51.6% | +377.5% | +320.6% |
| 5Y | +418.8% | +86.4% | +332.3% | +272.4% |
| 10Y | +411.2% | +145.4% | +265.8% | +197.5% |
| All | +220.3% | +1,060.0% | -839.6% | +13.4% |
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