+580.9%
ETR vs TMF
-69.2%
+650.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | +7.5% | +19.7% | -12.2% | +7.9% |
| 3M | +4.4% | -2.1% | +6.5% | +4.4% |
| 6M | -1.5% | -13.4% | +11.9% | -1.8% |
| YTD | +21.8% | -16.7% | +38.5% | +21.4% |
| 1Y | +18.4% | -23.3% | +41.7% | +17.8% |
| 3Y | +148.5% | -24.8% | +173.3% | +148.4% |
| 5Y | +152.6% | -88.0% | +240.7% | +133.8% |
| 10Y | +354.5% | -84.7% | +439.2% | +324.8% |
| All | +580.9% | -69.2% | +650.1% | +643.8% |
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