+474.7%
TPR vs ET
+1,313.9%
-839.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.4% | +1.8% | +4.6% | +5.8% |
| 30D | +13.8% | -3.0% | +16.7% | +14.5% |
| 3M | -16.6% | -4.7% | -11.9% | -15.7% |
| 6M | +0.7% | +2.7% | -2.0% | -0.6% |
| YTD | +5.3% | +26.5% | -21.2% | -2.5% |
| 1Y | +32.4% | +25.0% | +7.4% | +22.9% |
| 3Y | +406.4% | +85.4% | +321.0% | +319.7% |
| 5Y | +227.9% | +215.5% | +12.4% | +133.1% |
| 10Y | +371.7% | +161.3% | +210.4% | +231.8% |
| All | +474.7% | +1,313.9% | -839.2% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling