+2,011.5%
ETR vs TKO
+1,406.3%
+605.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +2.0% | +0.9% | +1.2% | +1.9% |
| 3M | -1.7% | -6.2% | +4.5% | -1.3% |
| 6M | +3.6% | -5.6% | +9.2% | +3.8% |
| YTD | +18.0% | -7.8% | +25.9% | +18.4% |
| 1Y | +26.2% | -1.2% | +27.4% | +25.8% |
| 3Y | +148.0% | +106.5% | +41.5% | +130.6% |
| 5Y | +126.1% | +310.4% | -184.3% | +97.3% |
| 10Y | +302.3% | +987.5% | -685.3% | +218.2% |
| All | +2,011.5% | +1,406.3% | +605.2% | +1,319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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