-66.8%
EL vs TMF
-87.5%
+20.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +19.8% | -2.8% | +22.7% | +20.1% |
| 3M | +25.7% | -10.9% | +36.6% | +26.6% |
| 6M | +5.4% | -21.3% | +26.8% | +6.9% |
| YTD | +0.2% | -15.9% | +16.1% | +1.2% |
| 1Y | +20.4% | -15.7% | +36.2% | +21.6% |
| 3Y | -32.1% | -43.4% | +11.2% | -30.8% |
| All | -66.8% | -87.5% | +20.7% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling