+957.3%
TT vs ETR
+288.4%
+668.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -6.7% | +2.0% | -8.7% | -7.4% |
| 3M | -5.4% | -1.7% | -3.7% | -4.9% |
| 6M | +4.4% | +3.6% | +0.8% | +2.5% |
| YTD | +14.9% | +18.0% | -3.1% | +7.1% |
| 1Y | +9.3% | +26.2% | -17.0% | -0.9% |
| 3Y | +121.7% | +148.0% | -26.3% | +49.8% |
| 5Y | +148.2% | +126.1% | +22.1% | +72.4% |
| 10Y | +957.3% | +302.3% | +655.0% | +583.5% |
| All | +957.3% | +288.4% | +668.9% | +583.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling