+54.8%
EFA vs TMF
-87.6%
+142.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.2% | +1.0% | +0.2% | +1.1% |
| 30D | -0.7% | -1.8% | +1.1% | -0.6% |
| 3M | +6.4% | -8.2% | +14.6% | +6.9% |
| 6M | +11.4% | -19.5% | +30.9% | +12.5% |
| YTD | +14.0% | -16.0% | +29.9% | +14.9% |
| 1Y | +20.2% | -22.5% | +42.7% | +21.6% |
| 3Y | +68.2% | -42.3% | +110.5% | +70.3% |
| 5Y | +54.8% | -87.7% | +142.5% | +46.2% |
| All | +54.8% | -87.6% | +142.4% | +46.2% |
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