+78.4%
EFX vs TMF
-81.8%
+160.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.6% |
| 7D | -3.6% | -8.2% | +4.5% | -3.2% |
| 30D | +25.3% | +5.3% | +19.9% | +25.0% |
| 3M | +3.8% | -8.5% | +12.3% | +4.2% |
| 6M | +12.7% | -17.2% | +29.9% | +13.6% |
| YTD | -13.1% | -23.4% | +10.3% | -12.2% |
| 1Y | -9.3% | -30.2% | +20.9% | -8.1% |
| 3Y | +3.5% | -32.9% | +36.5% | +5.0% |
| 5Y | -30.6% | -88.5% | +57.9% | -38.0% |
| All | +78.4% | -81.8% | +160.3% | +67.1% |
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