+377.9%
TPR vs ETR
+351.9%
+26.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +14.2% | +0.4% | +13.8% | +13.9% |
| 30D | +17.1% | +7.5% | +9.5% | +12.8% |
| 3M | -17.7% | +4.4% | -22.1% | -19.7% |
| 6M | -10.2% | -1.5% | -8.6% | -9.9% |
| YTD | +4.9% | +21.8% | -16.9% | -6.4% |
| 1Y | +36.1% | +18.4% | +17.7% | +23.2% |
| 3Y | +416.5% | +148.5% | +267.9% | +205.4% |
| 5Y | +254.8% | +152.6% | +102.2% | +98.8% |
| All | +377.9% | +351.9% | +26.1% | +150.9% |
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