+121.4%
ETR vs TDY
+39.0%
+82.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | -1.8% | -12.0% | +10.3% | +2.1% |
| 3M | -3.6% | -3.2% | -0.4% | -2.8% |
| 6M | +2.6% | -7.9% | +10.5% | +4.7% |
| YTD | +16.0% | +18.2% | -2.2% | +8.5% |
| 1Y | +20.1% | +6.7% | +13.5% | +16.2% |
| 3Y | +143.6% | +47.5% | +96.0% | +108.5% |
| All | +121.4% | +39.0% | +82.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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