+58.0%
ET vs TRU
+243.6%
-185.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -2.5% | +21.3% | -23.8% | -9.0% |
| 3M | -4.9% | +0.2% | -5.1% | -6.0% |
| 6M | -0.1% | +22.4% | -22.5% | -8.6% |
| YTD | +26.2% | -4.8% | +31.1% | +23.8% |
| 1Y | +25.2% | -0.2% | +25.3% | +20.3% |
| 3Y | +84.2% | +57.9% | +26.3% | +38.6% |
| 5Y | +216.1% | -26.1% | +242.2% | +216.1% |
| 10Y | +160.7% | +184.8% | -24.2% | -0.5% |
| All | +58.0% | +243.6% | -185.5% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling