+145.0%
TT vs ETR
+129.9%
+15.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | -7.3% | +1.9% | -9.2% | -7.9% |
| 3M | -2.6% | +1.0% | -3.6% | -3.0% |
| 6M | +5.9% | +4.8% | +1.0% | +3.7% |
| YTD | +15.4% | +19.5% | -4.1% | +7.9% |
| 1Y | +8.2% | +28.1% | -19.9% | -1.2% |
| 3Y | +122.7% | +151.1% | -28.5% | +55.0% |
| 5Y | +145.0% | +125.2% | +19.8% | +72.7% |
| All | +145.0% | +129.9% | +15.0% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling