+144.4%
EFA vs TMF
-86.2%
+230.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | -1.3% | -1.0% | -0.4% | -1.4% |
| 3M | +5.2% | -11.3% | +16.5% | +4.8% |
| 6M | +9.4% | -22.7% | +32.1% | +8.4% |
| YTD | +12.7% | -17.3% | +30.1% | +12.0% |
| 1Y | +19.3% | -22.5% | +41.8% | +18.3% |
| 3Y | +66.3% | -43.2% | +109.6% | +63.2% |
| 5Y | +53.4% | -88.3% | +141.7% | +28.6% |
| 10Y | +144.4% | -86.0% | +230.5% | +119.9% |
| All | +144.4% | -86.2% | +230.6% | +119.9% |
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