+1,144.5%
ET vs TMF
-68.9%
+1,213.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +0.7% |
| 30D | +7.5% | -2.8% | +10.3% | +7.1% |
| 3M | +11.4% | -10.9% | +22.3% | +9.8% |
| 6M | +18.5% | -21.3% | +39.9% | +15.1% |
| YTD | +37.4% | -15.9% | +53.3% | +34.7% |
| 1Y | +30.9% | -15.7% | +46.7% | +28.6% |
| 3Y | +98.7% | -43.4% | +142.1% | +88.4% |
| 5Y | +230.7% | -87.8% | +318.5% | +149.9% |
| 10Y | +175.6% | -86.7% | +262.3% | +131.6% |
| All | +1,144.5% | -68.9% | +1,213.3% | +1,216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling