+68.9%
EFA vs TMF
-41.6%
+110.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | +0.9% | -2.8% | +3.7% | +1.1% |
| 3M | +4.9% | -10.9% | +15.8% | +6.0% |
| 6M | +8.6% | -21.3% | +29.9% | +10.7% |
| YTD | +14.6% | -15.9% | +30.5% | +16.3% |
| 1Y | +22.6% | -15.7% | +38.4% | +24.3% |
| All | +68.9% | -41.6% | +110.5% | +74.3% |
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