-50.0%
TE vs ET
+189.2%
-239.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | +15.0% | +0.6% | +14.3% | +14.8% |
| 30D | -7.5% | +5.3% | -12.8% | -8.9% |
| 3M | -42.0% | +15.6% | -57.6% | -44.6% |
| 6M | -31.4% | +20.6% | -52.0% | -35.6% |
| YTD | -26.5% | +38.5% | -65.0% | -33.9% |
| 1Y | +153.1% | +35.7% | +117.4% | +129.4% |
| 3Y | -20.7% | +98.4% | -119.0% | -32.6% |
| 5Y | -45.4% | +245.3% | -290.7% | -56.5% |
| All | -50.0% | +189.2% | -239.2% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling