+229.9%
TTMI vs ED
+1,044.1%
-814.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +22.6% | -1.7% | +24.3% | +23.2% |
| 30D | -34.3% | +10.7% | -45.0% | -37.2% |
| 3M | -44.8% | +11.6% | -56.4% | -47.5% |
| 6M | -53.3% | +13.5% | -66.8% | -56.2% |
| YTD | +10.6% | +23.1% | -12.6% | 0.0% |
| 1Y | +8.2% | +23.1% | -14.9% | -2.5% |
| 3Y | +435.7% | +47.9% | +387.7% | +329.9% |
| 5Y | +434.2% | +83.9% | +350.3% | +285.2% |
| 10Y | +426.4% | +142.1% | +284.3% | +207.7% |
| All | +229.9% | +1,044.1% | -814.3% | +17.2% |
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