+57.8%
T vs ET
+215.7%
-157.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +2.5% | 0.0% | +2.0% |
| 30D | -3.8% | -2.5% | -1.3% | -3.4% |
| 3M | -8.7% | -4.9% | -3.9% | -8.0% |
| 6M | -8.1% | -0.1% | -8.0% | -8.3% |
| YTD | -6.4% | +26.2% | -32.7% | -11.1% |
| 1Y | -9.8% | +25.2% | -34.9% | -14.1% |
| 3Y | +65.5% | +84.2% | -18.7% | +40.5% |
| All | +57.8% | +215.7% | -157.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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