+239.8%
EW vs TMF
-83.0%
+322.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +12.3% | +0.6% | +11.7% | +12.3% |
| 30D | +22.9% | +16.3% | +6.6% | +23.5% |
| 3M | +16.7% | -2.7% | +19.4% | +16.6% |
| 6M | +31.0% | -13.2% | +44.1% | +30.3% |
| YTD | +22.8% | -16.7% | +39.5% | +22.1% |
| 1Y | +25.6% | -22.7% | +48.3% | +24.4% |
| 3Y | +62.0% | -26.1% | +88.1% | +61.5% |
| 5Y | -12.8% | -88.4% | +75.7% | -28.4% |
| 10Y | +239.8% | -81.8% | +321.6% | +206.9% |
| All | +239.8% | -83.0% | +322.8% | +206.9% |
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