+299.5%
TPR vs ET
+178.7%
+120.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -7.3% | +0.6% | -8.0% | -7.6% |
| 30D | -30.7% | +5.3% | -36.0% | -32.1% |
| 3M | -21.6% | +15.6% | -37.3% | -26.0% |
| 6M | -21.3% | +20.6% | -41.9% | -27.3% |
| YTD | -10.2% | +38.5% | -48.7% | -21.5% |
| 1Y | +9.5% | +35.7% | -26.2% | -3.7% |
| 3Y | +280.8% | +98.4% | +182.4% | +188.5% |
| 5Y | +218.7% | +245.3% | -26.6% | +94.5% |
| All | +299.5% | +178.7% | +120.8% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling