+15,818.7%
TT vs ETR
+4,412.2%
+11,406.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | -7.2% | +1.0% | -8.1% | -7.5% |
| 3M | -3.0% | -1.3% | -1.7% | -2.7% |
| 6M | +1.4% | +1.9% | -0.5% | +0.3% |
| YTD | +15.9% | +18.2% | -2.3% | +8.3% |
| 1Y | +9.4% | +24.7% | -15.3% | +0.1% |
| 3Y | +124.4% | +150.7% | -26.3% | +54.1% |
| 5Y | +138.0% | +127.0% | +11.0% | +68.1% |
| 10Y | +886.4% | +295.5% | +590.9% | +449.0% |
| All | +15,818.7% | +4,412.2% | +11,406.4% | +4,344.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling