+141.3%
ED vs TMF
-82.2%
+223.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +0.8% |
| 7D | +2.1% | -1.1% | +3.2% | +2.1% |
| 30D | +12.4% | +11.8% | +0.6% | +12.2% |
| 3M | +13.1% | -4.0% | +17.2% | +13.2% |
| 6M | +14.1% | -16.5% | +30.6% | +14.3% |
| YTD | +23.1% | -19.9% | +43.0% | +23.4% |
| 1Y | +25.4% | -25.6% | +51.0% | +25.9% |
| 3Y | +47.9% | -29.9% | +77.7% | +48.7% |
| 5Y | +81.9% | -88.2% | +170.1% | +68.9% |
| 10Y | +141.3% | -81.7% | +223.0% | +97.4% |
| All | +141.3% | -82.2% | +223.5% | +97.4% |
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