+443.1%
TTMI vs ETR
+1,515.7%
-1,072.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.1% |
| 7D | +5.9% | +1.4% | +4.4% | +5.1% |
| 30D | -4.3% | +1.0% | -5.3% | -4.7% |
| 3M | -32.0% | -1.3% | -30.8% | -31.8% |
| 6M | +19.5% | +1.9% | +17.6% | +18.3% |
| YTD | +82.0% | +18.2% | +63.9% | +68.7% |
| 1Y | +172.6% | +24.7% | +147.9% | +147.3% |
| 3Y | +744.7% | +150.7% | +594.0% | +456.7% |
| 5Y | +805.6% | +127.0% | +678.5% | +518.5% |
| 10Y | +1,057.6% | +295.5% | +762.1% | +497.6% |
| All | +443.1% | +1,515.7% | -1,072.6% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling