+1,124.0%
TTMI vs ET
+177.0%
+947.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | -8.4% | +2.9% | -11.3% | -9.4% |
| 3M | -32.5% | +16.8% | -49.3% | -36.2% |
| 6M | +32.5% | +18.9% | +13.6% | +24.2% |
| YTD | +83.2% | +37.7% | +45.5% | +63.2% |
| 1Y | +161.7% | +32.4% | +129.2% | +136.2% |
| 3Y | +890.1% | +99.5% | +790.6% | +686.3% |
| 5Y | +832.4% | +244.0% | +588.5% | +523.0% |
| All | +1,124.0% | +177.0% | +947.0% | +694.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling