+1,574.6%
EAT vs TMF
-68.9%
+1,643.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | 0.0% | -1.4% | +1.4% | -0.2% |
| 30D | +1.9% | -2.8% | +4.7% | +1.6% |
| 3M | +68.7% | -10.9% | +79.6% | +66.4% |
| 6M | +66.9% | -21.3% | +88.2% | +61.9% |
| YTD | +60.4% | -15.9% | +76.3% | +57.2% |
| 1Y | +44.0% | -15.7% | +59.7% | +41.2% |
| 3Y | +604.7% | -43.4% | +648.0% | +563.5% |
| 5Y | +347.0% | -87.8% | +434.8% | +222.9% |
| 10Y | +390.8% | -86.7% | +477.5% | +300.8% |
| All | +1,574.6% | -68.9% | +1,643.5% | +1,743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling