+490.0%
EAT vs TMF
-28.1%
+518.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -8.9% | -3.4% | -5.6% | -8.6% |
| 30D | +3.4% | +11.5% | -8.1% | +2.1% |
| 3M | -9.3% | -4.5% | -4.8% | -9.0% |
| 6M | +43.8% | -15.0% | +58.7% | +46.0% |
| YTD | +39.9% | -19.9% | +59.7% | +42.7% |
| 1Y | +89.7% | -26.6% | +116.3% | +95.3% |
| All | +490.0% | -28.1% | +518.1% | +489.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling