+159.4%
ET vs TMF
-86.8%
+246.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | +1.0% | -0.6% | +0.5% |
| 30D | +6.9% | -1.8% | +8.7% | +6.7% |
| 3M | +13.1% | -8.2% | +21.3% | +12.1% |
| 6M | +18.7% | -19.5% | +38.2% | +16.1% |
| YTD | +37.4% | -16.0% | +53.4% | +35.2% |
| 1Y | +34.8% | -22.5% | +57.3% | +31.5% |
| 3Y | +96.8% | -42.3% | +139.1% | +88.3% |
| 5Y | +238.2% | -87.7% | +325.9% | +150.6% |
| 10Y | +159.4% | -86.5% | +245.9% | +122.4% |
| All | +159.4% | -86.8% | +246.2% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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