+148.5%
ETR vs TMF
-25.3%
+173.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | +7.5% | +19.7% | -12.2% | +5.4% |
| 3M | +4.4% | -2.1% | +6.5% | +4.6% |
| 6M | -1.5% | -13.4% | +11.9% | -0.3% |
| YTD | +21.8% | -16.7% | +38.5% | +23.8% |
| 1Y | +18.4% | -23.3% | +41.7% | +21.3% |
| 3Y | +148.5% | -24.8% | +173.3% | +151.9% |
| All | +148.5% | -25.3% | +173.8% | +151.9% |
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