-19.1%
TE vs ETR
+148.1%
-167.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | +15.0% | +0.4% | +14.6% | +14.9% |
| 30D | -7.5% | +2.0% | -9.6% | -8.0% |
| 3M | -42.0% | -1.7% | -40.3% | -41.8% |
| 6M | -31.4% | +3.6% | -35.0% | -32.6% |
| YTD | -26.5% | +18.0% | -44.5% | -30.6% |
| 1Y | +153.1% | +26.2% | +126.9% | +137.0% |
| All | -19.1% | +148.1% | -167.2% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling