+310.3%
TPR vs ETR
+150.4%
+159.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -23.0% | +1.0% | -24.0% | -23.2% |
| 3M | -12.5% | -1.3% | -11.2% | -12.3% |
| 6M | -21.4% | +1.9% | -23.3% | -22.2% |
| YTD | -3.5% | +18.2% | -21.7% | -9.3% |
| 1Y | +17.4% | +24.7% | -7.3% | +8.4% |
| All | +310.3% | +150.4% | +159.9% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling