+121.4%
ETR vs TRI
-10.0%
+131.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -1.8% | -7.9% | +6.1% | -1.1% |
| 30D | -1.8% | -4.5% | +2.8% | -1.5% |
| 3M | -3.6% | +22.1% | -25.7% | -6.2% |
| 6M | +2.6% | -2.8% | +5.4% | +2.8% |
| YTD | +16.0% | -23.4% | +39.4% | +22.6% |
| 1Y | +20.1% | -41.5% | +61.7% | +36.6% |
| 3Y | +143.6% | -19.2% | +162.8% | +140.8% |
| All | +121.4% | -10.0% | +131.4% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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