+2,448.6%
TT vs ET
+1,435.0%
+1,013.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | -7.2% | +7.5% | -14.6% | -9.0% |
| 3M | -3.0% | +11.4% | -14.4% | -6.0% |
| 6M | +1.4% | +18.5% | -17.2% | -3.6% |
| YTD | +15.9% | +37.4% | -21.5% | +5.9% |
| 1Y | +9.4% | +30.9% | -21.5% | +1.1% |
| 3Y | +124.4% | +98.7% | +25.6% | +84.2% |
| 5Y | +138.0% | +230.7% | -92.7% | +68.0% |
| 10Y | +886.4% | +175.6% | +710.8% | +566.8% |
| All | +2,448.6% | +1,435.0% | +1,013.6% | +389.1% |
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