+1,124.0%
TTMI vs ETR
+296.9%
+827.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | +0.7% | -1.8% | +2.5% | +1.6% |
| 30D | -8.4% | -1.8% | -6.7% | -7.6% |
| 3M | -32.5% | -3.6% | -28.9% | -31.3% |
| 6M | +32.5% | +2.6% | +29.9% | +30.6% |
| YTD | +83.2% | +16.0% | +67.2% | +70.8% |
| 1Y | +161.7% | +20.1% | +141.5% | +140.8% |
| 3Y | +890.1% | +143.6% | +746.5% | +560.2% |
| 5Y | +832.4% | +124.4% | +708.1% | +540.9% |
| All | +1,124.0% | +296.9% | +827.2% | +762.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling