+245.0%
EQT vs TMF
-68.9%
+313.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +1.0% | -1.8% | -0.7% |
| 30D | +6.6% | -1.8% | +8.5% | +6.3% |
| 3M | +4.4% | -8.2% | +12.6% | +3.0% |
| 6M | -10.5% | -19.5% | +9.0% | -13.5% |
| YTD | +3.7% | -16.0% | +19.7% | +1.1% |
| 1Y | +9.9% | -22.5% | +32.4% | +5.8% |
| 3Y | +35.4% | -42.3% | +77.6% | +27.0% |
| 5Y | +189.2% | -87.7% | +276.9% | +105.1% |
| 10Y | +50.7% | -86.5% | +137.2% | +21.9% |
| All | +245.0% | -68.9% | +313.9% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling