+220.3%
TTMI vs ETR
+1,584.4%
-1,364.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +1.2% | +10.2% | +10.9% |
| 30D | -28.3% | +7.0% | -35.3% | -30.8% |
| 3M | -46.7% | +4.6% | -51.3% | -48.0% |
| 6M | -56.1% | +0.1% | -56.2% | -56.4% |
| YTD | +7.4% | +23.2% | -15.8% | -2.8% |
| 1Y | +17.4% | +20.6% | -3.2% | +7.5% |
| 3Y | +429.1% | +156.3% | +272.9% | +243.6% |
| 5Y | +418.8% | +159.6% | +259.1% | +233.0% |
| 10Y | +411.2% | +377.1% | +34.2% | +142.4% |
| All | +220.3% | +1,584.4% | -1,364.1% | +10.4% |
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