+429.1%
TTMI vs ETR
+155.2%
+273.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +1.2% | +10.2% | +10.7% |
| 30D | -28.3% | +7.0% | -35.3% | -31.5% |
| 3M | -46.7% | +4.6% | -51.3% | -48.3% |
| 6M | -56.1% | +0.1% | -56.2% | -56.4% |
| YTD | +7.4% | +23.2% | -15.8% | -6.2% |
| 1Y | +17.4% | +20.6% | -3.2% | +4.0% |
| 3Y | +429.1% | +156.3% | +272.9% | +215.0% |
| All | +429.1% | +155.2% | +273.9% | +215.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling