+1,459.4%
ET vs TRI
+390.0%
+1,069.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +2.6% |
| 7D | +0.4% | -7.1% | +7.5% | +3.0% |
| 30D | +6.9% | -2.3% | +9.2% | +7.1% |
| 3M | +13.1% | +19.6% | -6.5% | +2.8% |
| 6M | +18.7% | -8.7% | +27.4% | +18.9% |
| YTD | +37.4% | -22.3% | +59.7% | +45.0% |
| 1Y | +34.8% | -40.7% | +75.5% | +60.3% |
| 3Y | +96.8% | -17.8% | +114.6% | +95.1% |
| 5Y | +238.2% | -8.5% | +246.7% | +212.2% |
| 10Y | +159.4% | +192.6% | -33.2% | +32.2% |
| All | +1,459.4% | +390.0% | +1,069.4% | +466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling