+19.2%
ETR vs TMF
-23.9%
+43.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +2.2% |
| 7D | +3.7% | +4.0% | -0.2% | +2.9% |
| 30D | +11.0% | +19.5% | -8.5% | +7.2% |
| 3M | +3.4% | -3.5% | +6.9% | +4.0% |
| 6M | -3.3% | -10.6% | +7.3% | -1.6% |
| YTD | +23.3% | -17.1% | +40.3% | +27.8% |
| 1Y | +19.2% | -24.3% | +43.4% | +26.4% |
| All | +19.2% | -23.9% | +43.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling