-49.3%
TE vs ET
+241.8%
-291.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | +0.2% | +0.2% | 0.0% | 0.0% |
| 30D | -5.9% | +2.9% | -8.8% | -8.0% |
| 3M | -45.6% | +16.8% | -62.4% | -52.3% |
| 6M | -43.4% | +18.9% | -62.2% | -51.8% |
| YTD | -31.0% | +37.7% | -68.7% | -48.5% |
| 1Y | +145.2% | +32.4% | +112.8% | +90.1% |
| 3Y | -24.1% | +99.5% | -123.5% | -55.0% |
| All | -49.3% | +241.8% | -291.1% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling