+141.8%
ED vs TMF
-81.8%
+223.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.9% | -3.4% | +2.4% | -0.9% |
| 30D | +11.2% | +11.5% | -0.3% | +11.0% |
| 3M | +11.8% | -4.5% | +16.3% | +11.8% |
| 6M | +14.1% | -15.0% | +29.1% | +14.3% |
| YTD | +23.0% | -19.9% | +42.8% | +23.3% |
| 1Y | +23.7% | -26.6% | +50.2% | +24.2% |
| 3Y | +47.7% | -29.8% | +77.6% | +48.6% |
| 5Y | +82.6% | -88.2% | +170.8% | +69.6% |
| 10Y | +141.8% | -81.4% | +223.1% | +97.0% |
| All | +141.8% | -81.8% | +223.5% | +97.0% |
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