+675.6%
EFX vs TMF
-68.9%
+744.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.7% | -6.3% |
| 7D | -8.6% | -1.4% | -7.2% | -8.7% |
| 30D | +0.1% | -2.8% | +2.9% | -0.1% |
| 3M | +3.8% | -10.9% | +14.8% | +3.2% |
| 6M | -13.5% | -21.3% | +7.8% | -14.7% |
| YTD | -17.7% | -15.9% | -1.8% | -18.5% |
| 1Y | -25.6% | -15.7% | -9.8% | -26.2% |
| 3Y | -12.1% | -43.4% | +31.3% | -15.0% |
| 5Y | -33.8% | -87.8% | +54.0% | -46.6% |
| 10Y | +45.1% | -86.7% | +131.9% | +25.6% |
| All | +675.6% | -68.9% | +744.4% | +815.2% |
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