+201.6%
ETR vs TW
+211.4%
-9.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.8% |
| 7D | +1.4% | -3.5% | +4.9% | +2.2% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +1.0% | +4.9% | -4.0% | -0.7% |
| 6M | +4.8% | -17.1% | +22.0% | +8.8% |
| YTD | +19.5% | -3.9% | +23.4% | +19.2% |
| 1Y | +28.1% | -13.3% | +41.4% | +30.9% |
| 3Y | +151.1% | +20.9% | +130.2% | +132.6% |
| 5Y | +125.2% | +20.5% | +104.7% | +104.2% |
| All | +201.6% | +211.4% | -9.8% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling