+49.5%
EQT vs TMF
-86.4%
+136.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.1% |
| 7D | -1.2% | -4.8% | +3.6% | -1.9% |
| 30D | +1.1% | -4.9% | +6.0% | +0.4% |
| 3M | +4.8% | -13.4% | +18.2% | +2.8% |
| 6M | -10.6% | -23.0% | +12.5% | -13.6% |
| YTD | +3.4% | -20.2% | +23.6% | +0.5% |
| 1Y | +8.7% | -26.5% | +35.1% | +4.5% |
| 3Y | +35.0% | -45.2% | +80.1% | +26.8% |
| 5Y | +204.2% | -88.4% | +292.7% | +112.4% |
| All | +49.5% | -86.4% | +136.0% | +17.4% |
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 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