+148.6%
TE vs ET
+31.4%
+117.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.5% |
| 7D | -4.0% | +0.9% | -4.9% | -3.5% |
| 30D | -15.9% | +7.5% | -23.4% | -12.8% |
| 3M | -60.5% | +11.4% | -72.0% | -58.0% |
| 6M | -35.2% | +18.5% | -53.7% | -35.3% |
| YTD | -31.1% | +37.4% | -68.5% | -45.1% |
| 1Y | +148.6% | +30.9% | +117.7% | +89.4% |
| All | +148.6% | +31.4% | +117.3% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling