+345.6%
EFA vs TMF
-68.9%
+414.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +0.4% |
| 30D | +0.9% | -2.8% | +3.7% | +0.6% |
| 3M | +4.9% | -10.9% | +15.8% | +3.6% |
| 6M | +8.6% | -21.3% | +29.9% | +5.7% |
| YTD | +14.6% | -15.9% | +30.5% | +12.5% |
| 1Y | +22.6% | -15.7% | +38.4% | +20.5% |
| 3Y | +66.5% | -43.4% | +109.9% | +58.1% |
| 5Y | +54.5% | -87.8% | +142.3% | +17.4% |
| 10Y | +144.8% | -86.7% | +231.5% | +104.3% |
| All | +345.6% | -68.9% | +414.4% | +440.2% |
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 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