+377.9%
EAT vs TMF
-84.4%
+462.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -2.6% | +1.2% | -3.9% | -2.6% |
| 30D | +11.5% | +19.7% | -8.3% | +13.3% |
| 3M | -9.1% | -2.1% | -7.0% | -9.2% |
| 6M | +40.4% | -13.4% | +53.9% | +38.7% |
| YTD | +43.9% | -16.7% | +60.7% | +41.8% |
| 1Y | +101.9% | -23.3% | +125.3% | +97.4% |
| 3Y | +489.9% | -24.8% | +514.7% | +485.7% |
| 5Y | +362.6% | -88.0% | +450.7% | +218.1% |
| All | +377.9% | -84.4% | +462.3% | +274.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling