+72.0%
ET vs TRU
+238.0%
-166.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +2.2% |
| 7D | +0.9% | -6.8% | +7.7% | +3.1% |
| 30D | +7.5% | 0.0% | +7.4% | +7.2% |
| 3M | +11.4% | +13.3% | -1.9% | +5.9% |
| 6M | +18.5% | +3.4% | +15.1% | +15.1% |
| YTD | +37.4% | -6.4% | +43.8% | +36.7% |
| 1Y | +30.9% | -9.7% | +40.6% | +30.7% |
| 3Y | +98.7% | +0.1% | +98.6% | +79.2% |
| 5Y | +230.7% | -34.0% | +264.7% | +253.2% |
| 10Y | +175.6% | +147.9% | +27.7% | +18.3% |
| All | +72.0% | +238.0% | -166.0% | -40.5% |
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