+362.5%
EAT vs TMF
-88.7%
+451.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | -1.2% |
| 7D | -7.1% | -8.2% | +1.1% | -6.5% |
| 30D | -2.3% | +5.3% | -7.7% | -2.7% |
| 3M | -19.6% | -8.5% | -11.2% | -19.2% |
| 6M | +46.0% | -17.2% | +63.2% | +47.8% |
| YTD | +37.7% | -23.4% | +61.1% | +40.0% |
| 1Y | +73.8% | -30.2% | +104.0% | +77.8% |
| 3Y | +482.1% | -32.9% | +515.0% | +491.7% |
| 5Y | +362.5% | -88.5% | +451.0% | +310.2% |
| All | +362.5% | -88.7% | +451.2% | +310.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling