+14,178.8%
TT vs ETR
+4,550.2%
+9,628.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -14.0% | +7.5% | -21.6% | -16.5% |
| 3M | -15.9% | +4.4% | -20.3% | -17.4% |
| 6M | -17.3% | -1.5% | -15.8% | -17.1% |
| YTD | +4.0% | +21.8% | -17.8% | -4.1% |
| 1Y | -7.1% | +18.4% | -25.5% | -13.4% |
| 3Y | +90.2% | +148.5% | -58.3% | +30.9% |
| 5Y | +131.1% | +152.6% | -21.5% | +56.6% |
| 10Y | +777.7% | +354.5% | +423.3% | +362.9% |
| All | +14,178.8% | +4,550.2% | +9,628.6% | +3,836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling