+366.9%
ETR vs TMF
-83.0%
+450.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | +8.7% | +16.3% | -7.6% | +8.5% |
| 3M | +4.9% | -2.7% | +7.6% | +4.9% |
| 6M | +0.8% | -13.2% | +13.9% | +0.9% |
| YTD | +23.1% | -16.7% | +39.8% | +23.3% |
| 1Y | +17.9% | -22.7% | +40.6% | +18.1% |
| 3Y | +154.5% | -26.1% | +180.6% | +155.5% |
| 5Y | +160.3% | -88.4% | +248.7% | +142.5% |
| 10Y | +366.9% | -81.8% | +448.8% | +289.0% |
| All | +366.9% | -83.0% | +450.0% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling