+514.7%
ED vs TMF
-69.2%
+583.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +13.3% | +19.7% | -6.4% | +13.3% |
| 3M | +9.7% | -2.1% | +11.8% | +9.7% |
| 6M | +12.8% | -13.4% | +26.2% | +12.8% |
| YTD | +22.3% | -16.7% | +39.0% | +22.3% |
| 1Y | +26.3% | -23.3% | +49.6% | +26.2% |
| 3Y | +45.0% | -24.8% | +69.8% | +45.3% |
| 5Y | +80.2% | -88.0% | +168.2% | +71.7% |
| 10Y | +129.9% | -84.7% | +214.6% | +118.1% |
| All | +514.7% | -69.2% | +583.9% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling