+95.6%
TFC vs ETR
+296.9%
-201.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.6% |
| 30D | -3.4% | -1.8% | -1.6% | -2.6% |
| 3M | +0.4% | -3.6% | +4.0% | +2.0% |
| 6M | +12.7% | +2.6% | +10.1% | +10.5% |
| YTD | +5.6% | +16.0% | -10.4% | -3.0% |
| 1Y | +16.0% | +20.1% | -4.1% | +4.5% |
| 3Y | +94.0% | +143.6% | -49.6% | +17.6% |
| 5Y | +16.2% | +124.4% | -108.2% | -28.1% |
| All | +95.6% | +296.9% | -201.3% | +21.7% |
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