+7,716.4%
TPR vs ETR
+1,556.7%
+6,159.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.3% | +1.4% | -3.7% | -3.0% |
| 30D | -23.0% | +1.0% | -24.0% | -23.4% |
| 3M | -12.5% | -1.3% | -11.2% | -12.2% |
| 6M | -21.4% | +1.9% | -23.3% | -22.7% |
| YTD | -3.5% | +18.2% | -21.7% | -11.8% |
| 1Y | +17.4% | +24.7% | -7.3% | +4.4% |
| 3Y | +291.3% | +150.7% | +140.6% | +141.7% |
| 5Y | +241.9% | +127.0% | +114.9% | +115.8% |
| 10Y | +322.7% | +295.5% | +27.2% | +103.6% |
| All | +7,716.4% | +1,556.7% | +6,159.8% | +2,339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling