-24.5%
TE vs ET
+97.8%
-122.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -7.0% | -6.9% |
| 7D | +0.9% | +1.4% | -0.5% | -0.2% |
| 30D | -16.3% | +4.6% | -20.8% | -19.5% |
| 3M | -40.8% | +16.0% | -56.8% | -49.0% |
| 6M | -42.6% | +22.8% | -65.4% | -54.5% |
| YTD | -31.4% | +38.9% | -70.3% | -53.5% |
| 1Y | +144.9% | +34.1% | +110.8% | +73.8% |
| All | -24.5% | +97.8% | -122.4% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling