+134.3%
ED vs TMF
-83.0%
+217.3%
-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% | -0.2% | -0.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.1% |
| 30D | +11.6% | +16.3% | -4.7% | +11.3% |
| 3M | +10.5% | -2.7% | +13.2% | +10.6% |
| 6M | +13.2% | -13.2% | +26.4% | +13.4% |
| YTD | +22.1% | -16.7% | +38.8% | +22.4% |
| 1Y | +24.2% | -22.7% | +46.9% | +24.6% |
| 3Y | +46.9% | -26.1% | +73.0% | +47.7% |
| 5Y | +80.8% | -88.4% | +169.2% | +67.3% |
| 10Y | +134.3% | -81.8% | +216.1% | +95.7% |
| All | +134.3% | -83.0% | +217.3% | +95.7% |
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