+60.0%
EL vs TMF
-83.0%
+143.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +8.0% | +0.6% | +7.4% | +8.0% |
| 30D | +15.4% | +16.3% | -0.9% | +15.9% |
| 3M | +28.5% | -2.7% | +31.2% | +28.3% |
| 6M | +32.2% | -13.2% | +45.4% | +31.4% |
| YTD | +9.2% | -16.7% | +25.9% | +8.4% |
| 1Y | +30.8% | -22.7% | +53.5% | +29.4% |
| 3Y | +3.7% | -26.1% | +29.8% | +3.3% |
| 5Y | -64.8% | -88.4% | +23.6% | -71.3% |
| 10Y | +60.0% | -81.8% | +141.9% | +38.1% |
| All | +60.0% | -83.0% | +143.0% | +38.1% |
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