-53.2%
TE vs ETR
+125.5%
-178.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | -15.9% | +1.0% | -16.9% | -16.0% |
| 3M | -60.5% | -1.3% | -59.3% | -60.5% |
| 6M | -35.2% | +1.9% | -37.1% | -35.6% |
| YTD | -31.1% | +18.2% | -49.3% | -33.1% |
| 1Y | +148.6% | +24.7% | +124.0% | +140.4% |
| 3Y | -26.4% | +150.7% | -177.1% | -34.4% |
| 5Y | -48.0% | +127.0% | -175.1% | -53.2% |
| All | -53.2% | +125.5% | -178.6% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling