+47.9%
ED vs TMF
-30.8%
+78.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +1.3% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +12.4% | +11.8% | +0.6% | +10.7% |
| 3M | +13.1% | -4.0% | +17.2% | +13.6% |
| 6M | +14.1% | -16.5% | +30.6% | +16.6% |
| YTD | +23.1% | -19.9% | +43.0% | +26.3% |
| 1Y | +25.4% | -25.6% | +51.0% | +30.1% |
| 3Y | +47.9% | -29.9% | +77.7% | +51.0% |
| All | +47.9% | -30.8% | +78.6% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling