+11.5%
TPR vs ET
+35.8%
-24.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -5.1% | +1.4% | -6.5% | -4.9% |
| 30D | -27.6% | +4.6% | -32.1% | -26.9% |
| 3M | -17.5% | +16.0% | -33.5% | -14.6% |
| 6M | -21.3% | +22.8% | -44.1% | -18.7% |
| YTD | -8.5% | +38.9% | -47.3% | -6.8% |
| 1Y | +11.5% | +34.1% | -22.6% | +8.6% |
| All | +11.5% | +35.8% | -24.3% | +8.6% |
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