+2,700.2%
TFC vs ETR
+4,412.2%
-1,712.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +1.9% |
| 30D | -1.3% | +1.0% | -2.3% | -1.7% |
| 3M | +6.1% | -1.3% | +7.3% | +6.4% |
| 6M | +7.3% | +1.9% | +5.4% | +6.1% |
| YTD | +8.2% | +18.2% | -10.0% | +1.0% |
| 1Y | +14.4% | +24.7% | -10.2% | +4.5% |
| 3Y | +93.7% | +150.7% | -57.0% | +34.3% |
| 5Y | +16.4% | +127.0% | -110.6% | -17.3% |
| 10Y | +101.6% | +295.5% | -193.9% | +18.6% |
| All | +2,700.2% | +4,412.2% | -1,712.1% | +1,094.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling