+387.5%
EAT vs TMF
-87.2%
+474.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | 0.0% | -1.4% | +1.4% | -0.1% |
| 30D | +1.9% | -2.8% | +4.7% | +1.7% |
| 3M | +68.7% | -10.9% | +79.6% | +67.1% |
| 6M | +66.9% | -21.3% | +88.2% | +63.4% |
| YTD | +60.4% | -15.9% | +76.3% | +58.2% |
| 1Y | +44.0% | -15.7% | +59.7% | +42.2% |
| 3Y | +604.7% | -43.4% | +648.0% | +572.5% |
| 5Y | +347.0% | -87.8% | +434.8% | +212.4% |
| All | +387.5% | -87.2% | +474.8% | +311.8% |
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