+101.8%
ED vs TMF
-87.2%
+189.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -0.2% | -1.4% | +1.3% | -0.2% |
| 30D | -0.1% | -2.8% | +2.7% | -0.1% |
| 3M | +3.9% | -10.9% | +14.8% | +4.2% |
| 6M | -3.0% | -21.3% | +18.3% | -2.6% |
| YTD | +10.7% | -15.9% | +26.6% | +11.0% |
| 1Y | +13.3% | -15.7% | +29.1% | +13.7% |
| 3Y | +34.5% | -43.4% | +77.9% | +34.9% |
| 5Y | +67.1% | -87.8% | +154.9% | +58.1% |
| All | +101.8% | -87.2% | +189.0% | +87.5% |
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