+150.7%
ETR vs TMF
-41.6%
+192.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | -1.4% | +2.9% | +1.6% |
| 30D | +1.0% | -2.8% | +3.8% | +1.3% |
| 3M | -1.3% | -10.9% | +9.7% | -0.1% |
| 6M | +1.9% | -21.3% | +23.2% | +4.2% |
| YTD | +18.2% | -15.9% | +34.0% | +20.1% |
| 1Y | +24.7% | -15.7% | +40.4% | +26.5% |
| All | +150.7% | -41.6% | +192.3% | +158.9% |
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