+246.8%
ET vs TRI
-11.1%
+258.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +1.4% | -14.4% | +15.7% | +3.0% |
| 30D | +4.6% | -8.1% | +12.7% | +5.3% |
| 3M | +16.0% | +17.5% | -1.5% | +13.0% |
| 6M | +22.8% | -5.0% | +27.8% | +22.8% |
| YTD | +38.9% | -24.7% | +63.6% | +45.3% |
| 1Y | +34.1% | -41.5% | +75.6% | +48.7% |
| 3Y | +98.8% | -20.3% | +119.2% | +100.2% |
| 5Y | +246.8% | -10.9% | +257.8% | +218.2% |
| All | +246.8% | -11.1% | +258.0% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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