-53.1%
TE vs ETR
+121.4%
-174.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +0.2% | -1.8% | +2.0% | +0.5% |
| 30D | -5.9% | -1.8% | -4.2% | -5.7% |
| 3M | -45.6% | -3.6% | -42.0% | -45.3% |
| 6M | -43.4% | +2.6% | -46.0% | -43.8% |
| YTD | -31.0% | +16.0% | -47.0% | -32.8% |
| 1Y | +145.2% | +20.1% | +125.1% | +138.3% |
| 3Y | -24.1% | +143.6% | -167.6% | -32.1% |
| 5Y | -48.1% | +124.4% | -172.5% | -53.2% |
| All | -53.1% | +121.4% | -174.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling