+829.0%
TTMI vs ET
+241.8%
+587.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.8% |
| 7D | +0.7% | +0.2% | +0.4% | +0.5% |
| 30D | -8.4% | +2.9% | -11.3% | -9.8% |
| 3M | -32.5% | +16.8% | -49.3% | -37.8% |
| 6M | +32.5% | +18.9% | +13.6% | +20.5% |
| YTD | +83.2% | +37.7% | +45.5% | +54.3% |
| 1Y | +161.7% | +32.4% | +129.2% | +124.8% |
| 3Y | +890.1% | +99.5% | +790.6% | +611.6% |
| All | +829.0% | +241.8% | +587.3% | +474.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling