+2,278.4%
TT vs ET
+1,310.3%
+968.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.0% | +2.5% | +1.5% | +3.3% |
| 30D | -11.3% | -2.5% | -8.9% | -10.8% |
| 3M | -12.3% | -4.9% | -7.4% | -11.2% |
| 6M | -10.8% | -0.1% | -10.8% | -11.1% |
| YTD | +8.2% | +26.2% | -18.1% | +1.0% |
| 1Y | +1.5% | +25.2% | -23.7% | -5.1% |
| 3Y | +91.5% | +84.2% | +7.3% | +60.5% |
| 5Y | +130.2% | +216.1% | -85.9% | +64.9% |
| 10Y | +727.9% | +160.7% | +567.2% | +470.2% |
| All | +2,278.4% | +1,310.3% | +968.2% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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