+101.2%
ET vs TRU
-2.2%
+103.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | +1.4% | -9.4% | +10.7% | +2.6% |
| 30D | +4.6% | -4.1% | +8.7% | +5.0% |
| 3M | +16.0% | +13.6% | +2.5% | +13.7% |
| 6M | +22.8% | +3.6% | +19.2% | +21.5% |
| YTD | +38.9% | -9.8% | +48.7% | +40.1% |
| 1Y | +34.1% | -13.6% | +47.7% | +36.0% |
| All | +101.2% | -2.2% | +103.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling