+239.1%
TPR vs ET
+235.7%
+3.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -27.3% | +6.9% | -34.2% | -29.4% |
| 3M | -16.2% | +13.1% | -29.3% | -20.9% |
| 6M | -17.9% | +18.7% | -36.6% | -24.7% |
| YTD | -7.1% | +37.4% | -44.6% | -21.1% |
| 1Y | +13.6% | +34.8% | -21.2% | -2.7% |
| 3Y | +293.7% | +96.8% | +196.9% | +178.8% |
| 5Y | +239.1% | +238.2% | +0.9% | +93.2% |
| All | +239.1% | +235.7% | +3.4% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling