+166.5%
ET vs TMF
-83.0%
+249.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -4.4% | +0.6% | -5.0% | -4.4% |
| 30D | -4.8% | +16.3% | -21.1% | -3.1% |
| 3M | -3.4% | -2.7% | -0.8% | -3.6% |
| 6M | +2.2% | -13.2% | +15.4% | +0.9% |
| YTD | +24.2% | -16.7% | +40.9% | +22.3% |
| 1Y | +24.5% | -22.7% | +47.2% | +21.6% |
| 3Y | +83.6% | -26.1% | +109.7% | +82.0% |
| 5Y | +203.4% | -88.4% | +291.8% | +124.6% |
| 10Y | +166.5% | -81.8% | +248.4% | +127.1% |
| All | +166.5% | -83.0% | +249.6% | +127.1% |
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