+429.4%
T vs ET
+1,435.0%
-1,005.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +11.4% | +7.5% | +3.9% | +10.1% |
| 3M | +14.3% | +11.4% | +2.9% | +12.3% |
| 6M | -9.3% | +18.5% | -27.8% | -11.7% |
| YTD | +7.1% | +37.4% | -30.3% | +1.8% |
| 1Y | -9.1% | +30.9% | -40.0% | -13.0% |
| 3Y | +105.3% | +98.7% | +6.6% | +82.7% |
| 5Y | +66.8% | +230.7% | -163.9% | +36.0% |
| 10Y | +66.8% | +175.6% | -108.8% | +32.6% |
| All | +429.4% | +1,435.0% | -1,005.6% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling