+94.8%
TFC vs ETR
+152.8%
-58.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +2.6% | -0.8% | +1.0% |
| 30D | +9.0% | +8.7% | +0.3% | +6.3% |
| 3M | -2.1% | +6.4% | -8.5% | -4.0% |
| 6M | +3.4% | +0.7% | +2.7% | +2.9% |
| YTD | +5.3% | +23.0% | -17.8% | -2.0% |
| 1Y | +16.2% | +17.9% | -1.7% | +9.7% |
| 3Y | +94.8% | +154.9% | -60.1% | +31.3% |
| All | +94.8% | +152.8% | -58.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling