+246.8%
ET vs TRU
-36.7%
+283.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | -9.4% | +10.7% | +2.8% |
| 30D | +4.6% | -4.1% | +8.7% | +5.1% |
| 3M | +16.0% | +13.6% | +2.5% | +13.3% |
| 6M | +22.8% | +3.6% | +19.2% | +21.2% |
| YTD | +38.9% | -9.8% | +48.7% | +39.9% |
| 1Y | +34.1% | -13.6% | +47.7% | +35.7% |
| 3Y | +98.8% | -2.0% | +100.8% | +92.8% |
| 5Y | +246.8% | -35.8% | +282.6% | +256.8% |
| All | +246.8% | -36.7% | +283.5% | +256.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling