-25.8%
TE vs ET
+24.7%
-50.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | -0.1% | -5.9% |
| 7D | +3.8% | -6.0% | +9.8% | -0.8% |
| 30D | -26.2% | -6.1% | -20.1% | -29.3% |
| 3M | -49.7% | -2.7% | -47.0% | -50.0% |
| 6M | -46.5% | +0.2% | -46.7% | -44.9% |
| YTD | -59.1% | +24.3% | -83.5% | -64.3% |
| 1Y | -25.8% | +26.4% | -52.2% | -37.8% |
| All | -25.8% | +24.7% | -50.5% | -37.8% |
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 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