+730.5%
EFX vs TMF
-69.2%
+799.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.8% |
| 30D | +33.1% | +19.7% | +13.4% | +34.3% |
| 3M | +8.2% | -2.1% | +10.3% | +7.9% |
| 6M | +10.2% | -13.4% | +23.6% | +9.2% |
| YTD | -11.8% | -16.7% | +4.9% | -12.8% |
| 1Y | -6.1% | -23.3% | +17.3% | -7.6% |
| 3Y | +7.5% | -24.8% | +32.3% | +6.6% |
| 5Y | -30.7% | -88.0% | +57.4% | -44.4% |
| 10Y | +68.7% | -84.7% | +153.4% | +49.5% |
| All | +730.5% | -69.2% | +799.7% | +878.7% |
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