+84.4%
ET vs TMF
-31.3%
+115.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | -0.3% |
| 7D | +3.0% | -8.2% | +11.2% | +2.7% |
| 30D | -3.5% | +5.3% | -8.8% | -3.3% |
| 3M | -5.6% | -8.5% | +2.9% | -5.8% |
| 6M | +0.5% | -17.2% | +17.7% | +0.1% |
| YTD | +26.3% | -23.4% | +49.8% | +25.7% |
| 1Y | +25.7% | -30.2% | +55.9% | +24.9% |
| All | +84.4% | -31.3% | +115.7% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling