+311.2%
TPR vs ETR
+295.2%
+16.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.3% |
| 7D | -3.4% | +1.4% | -4.8% | -4.1% |
| 30D | -27.3% | +1.9% | -29.2% | -28.1% |
| 3M | -16.2% | +1.0% | -17.2% | -16.9% |
| 6M | -17.9% | +4.8% | -22.7% | -20.5% |
| YTD | -7.1% | +19.5% | -26.7% | -16.2% |
| 1Y | +13.6% | +28.1% | -14.5% | -1.2% |
| 3Y | +293.7% | +151.1% | +142.6% | +132.3% |
| 5Y | +239.1% | +125.2% | +113.9% | +105.8% |
| 10Y | +311.2% | +291.1% | +20.0% | +124.2% |
| All | +311.2% | +295.2% | +16.0% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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