+356.2%
TPR vs ET
+160.8%
+195.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.3% | +2.5% | -2.8% | -1.3% |
| 30D | +15.1% | -2.5% | +17.6% | +15.9% |
| 3M | +3.5% | -4.9% | +8.4% | +5.1% |
| 6M | +0.4% | -0.1% | +0.5% | -0.2% |
| YTD | +4.6% | +26.2% | -21.6% | -5.9% |
| 1Y | +33.1% | +25.2% | +7.9% | +20.0% |
| 3Y | +396.0% | +84.2% | +311.8% | +282.4% |
| 5Y | +230.3% | +216.1% | +14.2% | +105.2% |
| All | +356.2% | +160.8% | +195.4% | +189.2% |
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 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