-8.8%
EFX vs TMF
-22.6%
+13.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | +29.2% | +16.3% | +12.9% | +20.4% |
| 3M | +3.5% | -2.7% | +6.1% | +3.4% |
| 6M | +7.8% | -13.2% | +21.0% | +11.7% |
| YTD | -12.4% | -16.7% | +4.3% | -8.0% |
| All | -8.8% | -22.6% | +13.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling