+63.0%
EL vs TMF
-81.8%
+144.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -3.4% | +3.6% | +0.2% |
| 30D | +12.3% | +11.5% | +0.8% | +12.6% |
| 3M | +28.4% | -4.5% | +32.9% | +28.2% |
| 6M | +36.7% | -15.0% | +51.7% | +35.9% |
| YTD | +8.4% | -19.9% | +28.2% | +7.5% |
| 1Y | +25.4% | -26.6% | +52.0% | +23.9% |
| 3Y | +3.4% | -29.8% | +33.3% | +2.8% |
| 5Y | -64.8% | -88.2% | +23.4% | -71.1% |
| 10Y | +63.0% | -81.4% | +144.4% | +39.2% |
| All | +63.0% | -81.8% | +144.7% | +39.2% |
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 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