+1,142.5%
TTMI vs ET
+1,447.8%
-305.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.2% |
| 7D | +7.5% | +0.6% | +6.8% | +7.3% |
| 30D | -4.5% | +5.3% | -9.8% | -6.0% |
| 3M | -28.5% | +15.6% | -44.2% | -31.9% |
| 6M | +28.4% | +20.6% | +7.7% | +20.7% |
| YTD | +80.1% | +38.5% | +41.5% | +62.4% |
| 1Y | +161.0% | +35.7% | +125.3% | +137.0% |
| 3Y | +862.4% | +98.4% | +764.1% | +683.9% |
| 5Y | +812.9% | +245.3% | +567.6% | +528.2% |
| 10Y | +1,094.7% | +173.7% | +921.0% | +703.1% |
| All | +1,142.5% | +1,447.8% | -305.3% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling