+128.3%
ETR vs TW
+20.2%
+108.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +2.0% | -0.6% | +2.6% | +2.1% |
| 3M | -1.7% | +3.4% | -5.1% | -2.5% |
| 6M | +3.6% | -18.4% | +22.0% | +6.7% |
| YTD | +18.0% | -3.9% | +22.0% | +17.8% |
| 1Y | +26.2% | -13.3% | +39.6% | +28.3% |
| 3Y | +148.0% | +20.8% | +127.2% | +138.8% |
| All | +128.3% | +20.2% | +108.1% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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