+19.3%
TPR vs ET
+24.7%
-5.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +2.6% |
| 7D | +12.6% | -6.0% | +18.7% | +10.9% |
| 30D | +7.1% | -6.1% | +13.2% | +5.7% |
| 3M | -19.4% | -2.7% | -16.7% | -19.4% |
| 6M | -9.7% | +0.2% | -10.0% | -9.0% |
| YTD | -1.0% | +24.3% | -25.4% | +2.1% |
| 1Y | +19.3% | +26.4% | -7.1% | +22.2% |
| All | +19.3% | +24.7% | -5.4% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling