+18.1%
EW vs TMF
-23.9%
+42.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +4.0% |
| 7D | +8.3% | +4.0% | +4.3% | +7.5% |
| 30D | +13.9% | +19.5% | -5.5% | +10.6% |
| 3M | +10.9% | -3.5% | +14.4% | +11.5% |
| 6M | +19.2% | -10.6% | +29.8% | +21.4% |
| YTD | +16.6% | -17.1% | +33.6% | +20.0% |
| 1Y | +18.1% | -24.3% | +42.3% | +22.4% |
| All | +18.1% | -23.9% | +42.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling