+802.2%
TTMI vs ETR
+123.0%
+679.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | +6.0% | -1.9% | +7.9% | +7.3% |
| 30D | -6.4% | -0.2% | -6.2% | -6.2% |
| 3M | -28.9% | -3.7% | -25.2% | -27.3% |
| 6M | +26.9% | +2.1% | +24.8% | +24.9% |
| YTD | +77.3% | +16.5% | +60.8% | +62.0% |
| 1Y | +147.5% | +22.5% | +125.0% | +120.9% |
| 3Y | +847.6% | +144.7% | +703.0% | +478.7% |
| 5Y | +802.2% | +125.2% | +677.0% | +480.9% |
| All | +802.2% | +123.0% | +679.2% | +480.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling