+10.7%
TTMI vs ET
+24.7%
-14.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -8.4% |
| 7D | -19.2% | -6.0% | -13.1% | -16.7% |
| 30D | -44.9% | -6.1% | -38.8% | -43.5% |
| 3M | -44.7% | -2.7% | -42.1% | -43.6% |
| 6M | -53.4% | +0.2% | -53.6% | -52.5% |
| YTD | +6.3% | +24.3% | -18.0% | -8.7% |
| 1Y | +10.7% | +26.4% | -15.7% | -7.5% |
| All | +10.7% | +24.7% | -14.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling