+396.0%
TPR vs ETR
+155.2%
+240.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | +15.1% | +7.0% | +8.1% | +12.7% |
| 3M | +3.5% | +4.6% | -1.1% | +2.0% |
| 6M | +0.4% | +0.1% | +0.3% | +0.1% |
| YTD | +4.6% | +23.2% | -18.6% | -3.1% |
| 1Y | +33.1% | +20.6% | +12.5% | +24.1% |
| 3Y | +396.0% | +156.3% | +239.7% | +238.9% |
| All | +396.0% | +155.2% | +240.8% | +238.9% |
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 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