-44.6%
TE vs ET
+12.4%
-57.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.1% |
| 7D | +18.2% | +0.4% | +17.8% | +19.3% |
| 30D | -13.5% | +6.9% | -20.4% | +2.1% |
| 3M | -44.6% | +13.1% | -57.7% | -21.7% |
| All | -44.6% | +12.4% | -57.0% | -21.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling