-65.6%
EL vs TMF
-88.7%
+23.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -1.3% |
| 7D | +2.7% | -8.2% | +10.8% | +3.3% |
| 30D | +10.8% | +5.3% | +5.5% | +10.4% |
| 3M | +26.5% | -8.5% | +34.9% | +27.3% |
| 6M | +31.1% | -17.2% | +48.3% | +32.7% |
| YTD | +6.6% | -23.4% | +30.0% | +8.4% |
| 1Y | +21.8% | -30.2% | +52.1% | +24.4% |
| 3Y | +1.8% | -32.9% | +34.7% | +3.1% |
| 5Y | -65.6% | -88.5% | +23.0% | -67.6% |
| All | -65.6% | -88.7% | +23.1% | -67.6% |
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