+293.7%
TPR vs ET
+96.2%
+197.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -27.3% | +6.9% | -34.2% | -29.3% |
| 3M | -16.2% | +13.1% | -29.3% | -20.6% |
| 6M | -17.9% | +18.7% | -36.6% | -24.5% |
| YTD | -7.1% | +37.4% | -44.6% | -21.4% |
| 1Y | +13.6% | +34.8% | -21.2% | -3.0% |
| 3Y | +293.7% | +96.8% | +196.9% | +168.0% |
| All | +293.7% | +96.2% | +197.5% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling