+96.4%
ET vs TMF
-42.2%
+138.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | +7.5% | -2.8% | +10.3% | +7.4% |
| 3M | +11.4% | -10.9% | +22.3% | +11.3% |
| 6M | +18.5% | -21.3% | +39.9% | +18.4% |
| YTD | +37.4% | -15.9% | +53.3% | +37.2% |
| 1Y | +30.9% | -15.7% | +46.7% | +30.7% |
| All | +96.4% | -42.2% | +138.6% | +100.7% |
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