+1,015.1%
ET vs TMF
-69.2%
+1,084.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.9% | +1.2% | -9.1% | -7.7% |
| 30D | -5.9% | +19.7% | -25.7% | -3.4% |
| 3M | -5.2% | -2.1% | -3.1% | -5.3% |
| 6M | +0.3% | -13.4% | +13.7% | -1.3% |
| YTD | +23.1% | -16.7% | +39.8% | +20.7% |
| 1Y | +22.7% | -23.3% | +46.1% | +19.0% |
| 3Y | +75.4% | -24.8% | +100.2% | +73.6% |
| 5Y | +202.6% | -88.0% | +290.7% | +127.3% |
| 10Y | +213.0% | -84.7% | +297.7% | +169.6% |
| All | +1,015.1% | -69.2% | +1,084.2% | +1,080.0% |
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