+82.6%
ED vs TMF
-88.6%
+171.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.5% |
| 7D | +2.1% | -9.3% | +11.3% | +3.0% |
| 30D | +10.4% | +1.9% | +8.5% | +10.2% |
| 3M | +12.5% | -11.2% | +23.8% | +13.7% |
| 6M | +14.9% | -17.7% | +32.6% | +16.8% |
| YTD | +24.8% | -24.5% | +49.3% | +27.8% |
| 1Y | +23.8% | -29.4% | +53.3% | +27.6% |
| 3Y | +51.6% | -33.4% | +85.1% | +55.4% |
| All | +82.6% | -88.6% | +171.2% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling