+330.4%
EFA vs TMF
-70.3%
+400.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | -1.4% |
| 30D | +1.6% | +11.5% | -9.9% | +2.8% |
| 3M | -3.2% | -4.5% | +1.3% | -3.6% |
| 6M | +2.5% | -15.0% | +17.5% | +0.7% |
| YTD | +10.7% | -19.9% | +30.6% | +8.1% |
| 1Y | +12.8% | -26.6% | +39.3% | +9.0% |
| 3Y | +66.4% | -29.8% | +96.2% | +62.7% |
| 5Y | +51.4% | -88.2% | +139.5% | +14.4% |
| 10Y | +146.3% | -81.4% | +227.7% | +121.1% |
| All | +330.4% | -70.3% | +400.7% | +419.3% |
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 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