+349.8%
EAT vs TMF
-83.0%
+432.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -3.9% | +0.6% | -4.5% | -3.9% |
| 30D | +5.0% | +16.3% | -11.3% | +6.4% |
| 3M | -9.6% | -2.7% | -6.9% | -9.8% |
| 6M | +46.8% | -13.2% | +59.9% | +45.1% |
| YTD | +41.8% | -16.7% | +58.5% | +39.8% |
| 1Y | +98.3% | -22.7% | +121.0% | +94.1% |
| 3Y | +503.1% | -26.1% | +529.1% | +497.1% |
| 5Y | +356.7% | -88.4% | +445.1% | +212.1% |
| 10Y | +349.8% | -81.8% | +431.6% | +267.1% |
| All | +349.8% | -83.0% | +432.8% | +267.1% |
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