+78.1%
EFX vs TMF
-82.2%
+160.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.1% |
| 7D | +0.3% | -1.1% | +1.3% | +0.3% |
| 30D | +29.1% | +11.8% | +17.3% | +28.5% |
| 3M | +4.3% | -4.0% | +8.3% | +4.4% |
| 6M | +7.7% | -16.5% | +24.3% | +8.5% |
| YTD | -12.5% | -19.9% | +7.4% | -11.7% |
| 1Y | -8.8% | -25.6% | +16.7% | -7.9% |
| 3Y | +4.3% | -29.9% | +34.2% | +5.6% |
| 5Y | -29.4% | -88.2% | +58.9% | -37.1% |
| 10Y | +78.1% | -81.7% | +159.8% | +68.5% |
| All | +78.1% | -82.2% | +160.3% | +68.5% |
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