+5.4%
EL vs TMF
-21.7%
+27.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | +0.8% | -1.4% | +2.2% | +1.7% |
| 30D | +19.8% | -2.8% | +22.7% | +21.1% |
| 3M | +25.7% | -10.9% | +36.6% | +30.7% |
| 6M | +5.4% | -21.3% | +26.8% | +12.6% |
| All | +5.4% | -21.7% | +27.1% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling