+75.7%
TFC vs ETR
+378.9%
-303.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +2.3% | +1.2% | +1.1% | +1.7% |
| 30D | +10.8% | +7.0% | +3.8% | +7.2% |
| 3M | -3.8% | +4.6% | -8.4% | -6.0% |
| 6M | +9.6% | +0.1% | +9.4% | +9.2% |
| YTD | +5.8% | +23.2% | -17.4% | -5.8% |
| 1Y | +16.2% | +20.6% | -4.4% | +4.5% |
| 3Y | +96.0% | +156.3% | -60.3% | +14.7% |
| 5Y | +1.7% | +159.6% | -157.9% | -42.5% |
| All | +75.7% | +378.9% | -303.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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