+40.2%
EFX vs TMF
-86.8%
+127.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -7.8% | +1.0% | -8.8% | -7.9% |
| 30D | -5.7% | -1.8% | -3.9% | -5.6% |
| 3M | +2.5% | -8.2% | +10.8% | +2.9% |
| 6M | -16.7% | -19.5% | +2.8% | -16.0% |
| YTD | -20.2% | -16.0% | -4.2% | -19.6% |
| 1Y | -31.4% | -22.5% | -8.9% | -30.7% |
| 3Y | -10.5% | -42.3% | +31.8% | -9.8% |
| 5Y | -35.2% | -87.7% | +52.5% | -41.3% |
| 10Y | +40.2% | -86.5% | +126.7% | +35.6% |
| All | +40.2% | -86.8% | +127.0% | +35.6% |
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